具有高斯過程輸入的一類非線性系統(tǒng)的輸出相關(guān)函數(shù)
THE OUTPUT CORRELATION FUNCTION OF SOME NONLINEAR SYSTEMS WITH GAUSSIAN PROCESS INPUT
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摘要: 本文研究了在數(shù)學(xué)期望為零的高斯過程輸入情況下,h(lx)具有h(k+p)(lx)=lph(k)(lx)(其中:h(k)(lx)=(k)h(lx)/xk,l為某個(gè)實(shí)數(shù))性質(zhì)的輸出相關(guān)函數(shù)。 文中利用上述性質(zhì),由Price定理導(dǎo)出一常微分方程。將求非線性系統(tǒng)輸出相關(guān)函數(shù)的問題,變成解常微分方程的問題。 所得結(jié)果表明:這類非線性系統(tǒng)的輸出相關(guān)函數(shù)具有相同的形式。不同的h(lx)僅影響其系數(shù)。 在此基礎(chǔ)上,文中將一般非線性系統(tǒng)的特性f(x)用具有上述性質(zhì)的函數(shù)族來表示,然后直接引用文中前面所得的結(jié)果,非常簡便地得出了一般非線性系統(tǒng)的輸出相關(guān)函數(shù)的計(jì)算公式。
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關(guān)鍵詞:
Abstract: In this paper, the output correlation function of nonlinear systems of zero memory with the property of h(lx) characterized by h(k+p)(lx)=lph(k)(lx) (Where h(k)(lx)=(k)h(lx)/xk,l is a real number) is treated, in case of the gaussian process input with zeromathematical expectation.Based on the above characteristics, an ordinary differential equation is derived from Price theorem. Thus a problem of solving the output correlation function of nonlinear system is turned into a problem of solving an ordinary differential equation. The result show that the output correlation functions of nonlinear system of this kind are of the same form. Different h(lx)'s only exert their influences upon coefficients. From the above condition, the characteristic f(x) of the conventional nonlinear system may be expressed in a family of functions which has the performance as mentioned above. by using the results directly, it is easy to obtain a calculating equation concerning the output correlation function of the conventional nonlinear system. -
S. O. Rice, Bell System Technical Journal, 24(1945), 46.[2]R. Price, IRE Trans. PGIT, IT-4 (1958), 69.[4]徐桂芬,積分表,上??萍汲霭嫔?(1962), p.66.[5]R. C. Tausworthe, IEEE Trans. On Communication Technology, COM-15(1967). 502. -
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