Presentation 1994/7/23
The World of White Noise
Hisanao Ogura,
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Abstract(in Japanese) (See Japanese page)
Abstract(in English) An introduction is given to the theory of stochastic process, from the view point of whitenoise,starting from an elementary example to the linear and nonlinear problems of stochastic process. First,using some result of entrance exams,it is shown that a whitenoise can be derived from diagonalizing the correlation matrix, function,and that the random variable/process is represented in terms of the whitenoise.Then brief explanations are given to stochastic integrals,whitenoise transformation, transformation of the representation and its applications to linear system.Next as a nonlinear theory for the Gaussian white noise,an introduction is given to the Wiener-Ito theory of nonlinear functionals and orthogonal functional expansion.Finally the coherent-state representation and its association with the Gabor wavelet transformation are discussed.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) Representation / Gaussian noise / Wiener-Ito expansion / Coherent-state representation
Paper # IT94-54
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Committee IT
Conference Date 1994/7/23(1days)
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Paper Information
Registration To Information Theory (IT)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) The World of White Noise
Sub Title (in English)
Keyword(1) Representation
Keyword(2) Gaussian noise
Keyword(3) Wiener-Ito expansion
Keyword(4) Coherent-state representation
1st Author's Name Hisanao Ogura
1st Author's Affiliation Department of Electronics,Faculty of Engineering,Kyoto University()
Date 1994/7/23
Paper # IT94-54
Volume (vol) vol.94
Number (no) 171
Page pp.pp.-
#Pages 7
Date of Issue