Gaussianization of random inputs by filtering plants: The case of poisson white and telegraph processes

Shi Nung Ching, Semyon M. Meerkov, Thordur Runolfsson

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

5 Scopus citations

Abstract

It is well known that low-pass filtering plants "harmonize" periodic inputs in the sense that the steady state response in close to harmonic. It has been observed, both experimentally and analytically, that low-pass filters "Gaussianize" some random inputs in the sense that the steady state response is close to being Gaussian. This Technical Note is intended to formalize the notion of Gaussianization and prove that it takes place for two types of input signals: Poisson white noise and telegraph processes. The general case is a subject of future work.

Original languageEnglish
Title of host publication2010 49th IEEE Conference on Decision and Control, CDC 2010
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages2650-2655
Number of pages6
ISBN (Print)9781424477456
DOIs
StatePublished - 2010
Event49th IEEE Conference on Decision and Control, CDC 2010 - Atlanta, United States
Duration: Dec 15 2010Dec 17 2010

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370

Conference

Conference49th IEEE Conference on Decision and Control, CDC 2010
Country/TerritoryUnited States
CityAtlanta
Period12/15/1012/17/10

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