Imperial College London
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ProfessorAlessandroAstolfi

Faculty of Engineering, Department of Electrical and Electronic Engineering

College Consul for Faculty of Engineering & Business School
 
 
 
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Contact

 

+44 (0)20 7594 6289a.astolfi Website

 
 
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Assistant

 

Mrs Raluca Reynolds +44 (0)20 7594 6281

 
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Location

 

1112Electrical EngineeringSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@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}
}
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RIS format (EndNote, RefMan)

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  -
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