A Review of White Noise Analysis from a Probabilistic Standpoint
✍ Scribed by Th. Deck; J. Potthoff; G. Våge
- Book ID
- 110228706
- Publisher
- Springer Netherlands
- Year
- 1997
- Tongue
- English
- Weight
- 271 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0167-8019
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
We consider fast numerical methods for computing the response of stochastic systems. The stochastic discretization is performed via a Karhunen-Loéve and Wiener's polynomial chaos expansion. In truncating this expansion and using a Galerkin projection, a finite dimensional system of equations remains
Recently, a new deterministic characterization of the H norm has been proposed, using a new norm ("" . "" 5E ), based on (approximate) set membership modeling of white noise. The main result shows that under mild conditions, for a xxed system the gap between the H and = E norms can be made arbitrari