Diffusion approximations to output processes of nonlinear systems with wide-band inputs and applications

DOI10.1109/TIT.1980.1056263zbMath0485.93060OpenAlexW2119618882MaRDI QIDQ3946045

Harold J. Kushner

Publication date: 1980

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1980.1056263

zbMATH Keywords

diffusion approximationssignal-to-noise ratioshard limiterwide-band inputsadaptive antenna systemphase-locked loop systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Non-Newtonian fluids (76A05) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03)

Related Items (7)

The application of asymptotic methods to certain stochastic problems of the dynamics of vibropercussive systems ⋮ Belavkin filtering with squeezed light sources ⋮ Real-time simulation of H-P noisy Schrödinger equation and Belavkin filter ⋮ Diffusion approximations for nonlinear phase locked loop-type systems with wide band inputs ⋮ Belavkin filter for mixture of quadrature and photon counting process with some control techniques ⋮ Quantum Trajectories for Squeezed Input Processes: Explicit Solutions ⋮ Theory of nonlinear systems

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