Linear Systems: Random Processes

Abstract

This chapter contains sections titled: Introduction Classification of Systems Continuous Linear Time-Invariant Systems (Random Inputs) Continuous Time-Varying Systems with Random Input Discrete Time-Invariant Linear Systems with Random Inputs Discrete Time-Varying Linear Systems with Random Inputs Linear System Identification Derivatives of Random Processes Multi-input, Multi-output Linear Systems Transient in Linear Systems Summary This chapter contains sections titled: Problems References