在随机作用下非平稳线性系统的统计分析

Statistical Analysis about Linear Time-Varied System under the Stochatic Action

讨论了随机作用下线性时变系统的统计分所问题，推导出在白色噪声作用下线性时变系统输出过程的相关函数及均方差的计算方法，并通过成形滤波器，将结果推广到系统输入为非平稳随机过程的情况。

This paper discussed the question of statistical analysis abbout linear time-varied system under the stocha tic action,and deducted calculation method about correlation func-tions and means square error of output processes of linear time-varied system under wmte noise.And through shape filter,this rcsult will extend into conditions that input of systcm becomes un-steady random processes.