Linear systems with polynomials of filte
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Mircea Grigoriu; Federico Waisman
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Article
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1997
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Elsevier Science
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English
โ 477 KB
Moment equations are calculated exactly for the response of linear systems subjected polynomials of filtered Poisson processes. The It6 formula for stochastic differential equations driven by Poisson white noise is applied to derive moment equations. It is shown that the set of moment equations is c