LTI Stochastic Processes: a Behavioral Perspective
نویسندگان
چکیده
This paper revisits the definition of linear time-invariant (LTI) stochastic process within a behavioral systems framework. Building on Willems (2013), we derive a canonical representation of an LTI stochastic process and a physically grounded notion of interconnection between independent stochastic processes. We use this framework to analyze the invariance properties enjoyed by distances between spectral densities of LTI processes.
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ورودعنوان ژورنال:
- CoRR
دوره abs/1704.02154 شماره
صفحات -
تاریخ انتشار 2017