Short Notes

The Green function method in the problem of random signal transformation by a linear dynamic system

V. L. Khatskevich, O. A. Makhinova

Air Force Academy named after N.E. Zhukovsky and Y.U. Gagarin, Voronezh, Russian Federation

Abstract: 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.

Keywords: continuous random processes, mathematical expectations, correlation functions, dynamical systems with random functions.

UDC: 681.5.015

MSC: 93E99

Received: 18.05.2022

DOI: 10.14529/mmp230110