In this section
@inproceedings{Padoan:2017:10.23919/ACC.2017.7963089,
author = {Padoan, A and Astolfi, A},
doi = {10.23919/ACC.2017.7963089},
publisher = {IEEE},
title = {Moments of random variables: a system-theoretic interpretation},
url = {http://dx.doi.org/10.23919/ACC.2017.7963089},
year = {2017}
}
TY - CPAPER
AB - Moments of continuous random variables with aprobability density function which can be represented as theimpulse response of a linear time-invariant system are studied.Under some assumptions, the moments of the random variableare characterised in terms of the solution of a Sylvester equationand of the steady-state output response of an interconnectedsystem. This allows to interpret well-known notions and resultsof probability theory and statistics in the language of systemtheory, including the notion of moment generating function, thesum of independent random variables and the notion of mixturedistribution.
AU - Padoan,A
AU - Astolfi,A
DO - 10.23919/ACC.2017.7963089
PB - IEEE
PY - 2017///
TI - Moments of random variables: a system-theoretic interpretation
UR - http://dx.doi.org/10.23919/ACC.2017.7963089
UR - http://hdl.handle.net/10044/1/45667
ER -