Comments on “The Generalized Wiener Process for Colored Noise”
IEEE Signal Processing Letters(2007)
摘要
Galleani and Cohen (see ibid., vol.13, no.10, p.608-11, Oct. 2006) have developed a new approach to the study of random differential equations. Recently, they applied their method to the interesting case that they called the generalized Wiener process. We show that while the phase space equation they derived is correct, their solution to the equation is not the full solution but holds only under c...
更多查看译文
关键词
Colored noise,Differential equations,Random processes,Autocorrelation,Gaussian noise,Time frequency analysis,Transforms,White noise,Stochastic resonance,Biomedical engineering
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络