Abstract

AbstractWiener analysis of nonlinear systems is now applied to the identification and description of input‐output relationships of systems in engineering and biology. However, since we do not know the relationships between the traditional representations of systems such as a block diagram and a differential equation, and Wiener kernel functions which characterize systems in this analysis, it is difficult to interpret the description of an input‐output relationship by Wiener kernels. Thus a table has been proposed which relates those representations. In this paper, noting that the output of a system represented by Ito stochastic differential equations (which forms one of the nonlinear systems) is a diffusion process, we derive a formula to obtain Wiener kernels by using a transition probability density functions. From the formula we obtain Wiener kernels for a few examples of the differential equation. Also, we discuss the possibility of investigating the input‐output relationships of some feedback systems.

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