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Construction of the Karhunen–Loève model for an input Gaussian process in a linear system by using the output process

Authors :
Iryna Rozora
Yu. V. Kozachenko
Source :
Theory of Probability and Mathematical Statistics. 99:113-124
Publication Year :
2020
Publisher :
American Mathematical Society (AMS), 2020.

Subjects

Subjects :
Statistics and Probability
Karhunen–Loève theorem
symbols.namesake
Linear system
Process (computing)
symbols
Statistics, Probability and Uncertainty
Gaussian process
Algorithm
Mathematics

Details

ISSN :
15477363 and 00949000
Volume :
99
Database :
OpenAIRE
Journal :
Theory of Probability and Mathematical Statistics
Accession number :
edsair.doi...........358a5fb401b174138509e80b94e31a25

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