The Wiener process is a mathematical idealization of the physical Brownian motion describing the movement of suspended particles subjected to collisions by smaller atoms in a liquid. This phenomenon, first studied by botanist Robert Brown in 1827, was investigated by Einstein, Langevin and other ...
上面概述的构作容易扩展到定义在C【O,的)上的Wiener测度#,.坐标过程欠(t)就是著名的Bmwn运动(Brownlan n1(〕t“〕n)或Wie理r过程(Wiener process).它的形式导数“dx(t)/dt”称为Gauss白噪声(white noise).稍ener测度「Wiener measure;B“。epa Mepa」 区间〔O,l]上的实值连续函数x组成的空间C「O,...
Stabilization of uncertain Markovian jump singular systems with wiener process In this paper, firstly, one deals with the stability and the stabilizability problems for the class of Markovian jump continuous-time singular systems. Nex... J Raouf,EK Boukas - 《Ifac Proceedings Volumes》 被引量: 3...
A Random Walk and a Wiener Process Near a Maximum 来自 ResearchGate 喜欢 0 阅读量: 52 作者: Denisov,I. V. 摘要: Translation from Teor. Veroyatn. Primen. 28, No.4, 785-788 (Russian) (1983; Zbl 0528.60077). DOI: 10.1137/1128082 被引量: 30 年份: 1984 ...
A generalization of the WPI technique has been developed in this paper to account for non-Gaussian, non-white and non-stationary excitation processes. In this regard, the excitation process has been modeled as the output of a filter equation with Gaussian white noise as its input, while the ...
Nevertheless, it is clearly desirable to have a method which is consistent at any noise level. Therefore, this paper extends the existing method, by assuming a second (independent) white Gaussian noise source added to the output before measurement. Due to the presence of an extremely high ...
In astronomical telescope systems, the image quality is strongly influenced by the focus scattering effect and Gaussian white noise. We apply Wiener filter... CH Sui,YJ Tang - First IEEE International Conference on Information Science & Engineering 被引量: 5发表: 0年 Blind Image Restoration Based...
GENERALIZED WIENER PROCESS AND KOLMOGOROV'S EQUATION FOR DIFFUSION INDUCED BY NON-GAUSSIAN NOISE SOURCE We show that the increments of generalized Wiener process, usefulto describe non-Gaussian white noise sources, have the properties ofinfinitely divisible r... A Dubkov,B Spagnol - 《Fluctuation ...
WIENER VS. ORNSTEIN-UHLENBECKCROSSOVER IN AN OPTICAL TRAPFree Brownian motion driven only by the Gaussianwhite noise of thermal f l uctuations is described by theWiener process W t . The displacement of the overdampedfree Brownian object writes as:dx t =√ 2DdWt ,(1)working directly with ...
technique assumes that if noise is present in the system, then it is considered to be additive white Gaussian noise (AWGN). The Wiener filtering is optimal in terms of the mean square error. In other words, it minimizes the overall mean square error in the process of inverse filtering and...