Document Type
Article
Publication Date
2010
Abstract
We study state space equations within the white noise space setting. A commutative ring of power series in a countable number of variables plays an important role. Transfer functions are rational functions with coefficients in this commutative ring, and are characterized in a number of ways. A major feature in our approach is the observation that key characteristics of a linear, time invariant, stochastic system are determined by the corresponding characteristics associated with the deterministic part of the system, namely its average behavior.
Recommended Citation
D. Alpay, D. Levanony and A. Pinhas. Linear stochastic state space theory in the white noise space setting. SIAM Journal on Control and Optimization (SICON), Volume 48, Issue 8, pp. 5009-5027 (2010).
Peer Reviewed
1
Copyright
Society for Industrial and Applied Mathematics
Included in
Algebra Commons, Discrete Mathematics and Combinatorics Commons, Other Mathematics Commons
Comments
This is a pre-copy-editing, author-produced PDF of an article accepted for publication in SIAM Journal on Control and Optimization (SICON), volume 48, issue 8, in 2010 following peer review. The definitive publisher-authenticated version is available online at DOI: 10.1137/090777116