Part of the Communications and Control Engineering book series (CCE)
Sampled-Data Models for Linear Stochastic Systems
In this chapter we review sampling issues for stochastic signals. These ideas are used to formulate models for stochastic linear systems. The impact of the antialiasing filter used prior to sampling is also discussed.
KeywordsWhite Noise Power Spectral Density Stochastic System Instantaneous Sampling Incremental Form
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Further information on continuous-time and sampled-data models for linear stochastic systems can be found in
© Springer-Verlag London 2014