Gastvortrag: Dr. David Levanony
Wir laden herzlichst alle Interessenten zum Gastvortrag von Herrn Dr. David Levanony ein.
Datum/Uhrzeit: 17.11.2016, 11:00 - 12:00 Uhr
Ort: Freihaus, Seminarraum DB gelb 03
Vortragender: David Levanony, Department of Electrical and Computer Engineering (Ben Gurion University, Beer Sheva/Israel)
Vortrag: Linear Stochastics Systems: A white noise space approach
We offer a novel approach to the modeling and subsequent study of linear stochastic systems. Specifically, we consider linear systems with random coefficients, mapping stochastic inputs into stochastic outputs. System parameters, as well as input and output processes, are set within the white noise probability space.
Input-output relations are then re-modeled by replacing the standard product with the Wick product. A family of generalized transfer functions is defined. Necessary and sufficient BIBO stability conditions are established for a Wick-convolution I/O system.
Finally, observable and controllable pairs are characterized for the corresponding state-space realizations.