학술논문
The colored noise gain function of the multiple input and multiple output discrete-time system.
Document Type
Journal
Author
Komatsu, Nobuo AMS Author Profile
Source
Subject
62 Statistics -- 62H Multivariate analysis
62H20Measures of association
62H20
Language
English
Abstract
Summary: ``In this study, a method to obtain the colored noise gain function of the MIMO (multiple input and multiple output) discrete-time system is proposed. The colored noise gain function returns the estimation of the covariances of the output signals based on those of the input signals. The input signals were assumed to be white or colored Gaussian noises, and the proposed function was derived from the system parameters in the closed form. Some simulation results of the system with colored noise input reveal the effectiveness of the proposed method.''