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On the modeling of linear system input stochastic processes with given accuracy and reliability

  • Iryna Rozora EMAIL logo and Mariia Lyzhechko

Abstract

The paper is devoted to the model construction for input stochastic processes of a time-invariant linear system with a real-valued square-integrable impulse response function. The processes are considered as Gaussian stochastic processes with discrete spectrum. The response on the system is supposed to be an output process. We obtain the conditions under which the constructed model approximates a Gaussian stochastic process with given accuracy and reliability in the Banach space C([0,1]), taking into account the response of the system. For this purpose, the methods and properties of square-Gaussian processes are used.

MSC 2010: 60G15; 68U20; 60K10

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Received: 2017-12-28
Accepted: 2018-3-31
Published Online: 2018-4-15
Published in Print: 2018-6-1

© 2018 Walter de Gruyter GmbH, Berlin/Boston

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