Volume 16, no. 1Pages 116 - 122

The Green Function Method in the Problem of Random Signal Transformation by a Linear Dynamic System

V.L. Khatskevich, O.A. Makhinova
A dynamic system is considered, which is described by a high order linear differential equation with constant coefficients. The Green's function method established the relationship between the numerical characteristics of a random signal at the input and output of a dynamic system, namely between mathematical expectations and between correlation functions. In contrast to the known results, the stationarity of the input and output random signals is not assumed.
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continuous random processes; mathematical expectations; correlation functions; dynamical systems with random functions.
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