Mathematical modeling of conversion of non-Gaussian random processes, signals and noise in linear and nonlinear systems

2018 ◽  
pp. 66-78
Author(s):  
V. M. Artyushenko ◽  
V. I. Volovach
Keyword(s):  
Mathematical Modeling ◽  
Nonlinear Systems ◽  
Random Processes ◽  
Mathematical Transformation ◽  
Positive And Negative Feedback ◽  
Non Linear Systems ◽  
Linear And Nonlinear ◽  
Non Gaussian ◽  
Linear And Nonlinear Systems ◽  
Inertial Systems

The questions connected with mathematical modeling of transformation of non-Gaussian random processes, signals and noise in linear and nonlinear systems are considered and analyzed. The mathematical transformation of random processes in linear inertial systems consisting of both series and parallel connected links, as well as positive and negative feedback is analyzed. The mathematical transformation of random processes with polygamous density of probability distribution during their passage through such systems is considered. Nonlinear inertial and non-linear systems are analyzed.

Non Linear Systems Under Complex α-Stable Le´vy White Noise

2003 ◽  
Author(s):  
M. Di Paola ◽  
M. Vasta
Keyword(s):  
Nonlinear Systems ◽  
Characteristic Function ◽  
White Noise ◽  
Linear Systems ◽  
Poisson White Noise ◽  
Input And Output ◽  
Non Linear Systems ◽  
Linear And Nonlinear ◽  
White Noises ◽  
Linear And Nonlinear Systems

The problem of predicting the response of linear and nonlinear systems under Le´vy white noises is examined. A method of analysis is proposed based on the observation that these processes have impulsive character, so that the methods already used for Poisson white noise or normal white noise may be also recast for Le´vy white noises. Since both the input and output processes have no moments of order two and higher, the response is here evaluated in terms of characteristic function.

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