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JOURNALS // Problemy Fiziki, Matematiki i Tekhniki (Problems of Physics, Mathematics and Technics) // Archive

PFMT, 2019 Issue 1(38), Pages 56–60 (Mi pfmt623)

This article is cited in 1 paper

MATHEMATICS

The Markov–Stieltjes transform of measures and discrete time systems

A. R. Mirotin, I. S. Kovaliova

F. Scorina Gomel State University

Abstract: À class of discrete time filters (systems) with frequency characteristics that are functions of Markov–Stieltjes type is considered. The description of these filters in terms of their system functions and impulse responses is announced. In particular, it is noted that this class contains all filters with completely monotonic impulse responses. The properties of stationarity, causality, stability and reversibility of the corresponding systems are described.

Keywords: Markov–Stieltjes transform, filter, frequency characteristic, system function, stationary state, causality, stable system, invertible system.

UDC: 621.391:517

Received: 05.11.2018



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