Mean value of the output of a discrete-time Volterra system driven by a Markov chain
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Authors
Bilardi, Gianfranco
Cariolaro, Gianfranco L.
Cristi, Roberto
Advisors
Second Readers
Subjects
Date of Issue
1985-11
Date
Publisher
IEEE
Language
Abstract
A discrete-time system described by a truncated Volterra series whose input is a Markov chain is considered. A general explicit formula is derived for the mean value of the output process in terms of the transition-probability matrix of the input and of the Volterra kernels.
Type
Article
Description
Series/Report No
Department
Electrical and Computer Engineering
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
Sponsors
Funding
Format
4 p.
Citation
G. Bilardi, G.L. Cariolaro, R. Cristi, "Mean value of the output of a discrete-time Volterra system driven by a Markov chain," IEEE Transactions on Information Theory, v.IT-31, n. 6, (November 1985), pp. 838-841.
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.