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Proceedings Paper

Transient analysis of random systems
Author(s): Lorenzo Galleani
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Paper Abstract

We define the transient spectrum as the time-frequency spectrum of a random system undergoing a transient behavior. We show that the transient spectrum approaches the classical frequency spectrum when time goes to infinity. We prove that it is always possible to decompose the transient spectrum into the sum of a stationary spectrum and a decaying spectrum. The stationary spectrum is, up to a constant, the classical power spectrum, while the decaying spectrum accounts for the nonstationary behavior of the transient. All the results are valid for random LTI systems defined by stochastic differential equations of n-th order. The Langevin equation is studied as an example.

Paper Details

Date Published: 21 June 2007
PDF: 8 pages
Proc. SPIE 6603, Noise and Fluctuations in Photonics, Quantum Optics, and Communications, 66030M (21 June 2007); doi: 10.1117/12.725635
Show Author Affiliations
Lorenzo Galleani, Politecnico di Torino (Italy)

Published in SPIE Proceedings Vol. 6603:
Noise and Fluctuations in Photonics, Quantum Optics, and Communications
Leon Cohen, Editor(s)

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