The Response of Linear Systems to Non-Gaussian Random Inputs

1960 ◽  
Vol 27 (2) ◽  
pp. 154-155
Author(s):  
Stephen H. Crandall ◽  
William H. Siebert ◽  
Bernard P. Hoquetis
Keyword(s):  
Linear Systems ◽  
Random Inputs ◽  
Non Gaussian

Random filters which preserve the stability of random inputs

1988 ◽  
Vol 20 (2) ◽  
pp. 275-294 ◽  
Author(s):  
Stamatis Cambanis
Keyword(s):  
Transfer Function ◽  
Moving Average ◽  
Random Processes ◽  
Time Shift ◽  
Linear Filter ◽  
Random Inputs ◽  
The Stability ◽  
Non Gaussian ◽  
Random Gain

A stationary stable random processes goes through an independently distributed random linear filter. It is shown that when the input is Gaussian or harmonizable stable, then the output is also stable provided the filter&s transfer function has non-random gain. In contrast, when the input is a non-Gaussian stable moving average, then the output is stable provided the filter&s randomness is due only to a random global sign and time shift.

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