Hermite Functional Expansions and the Calculation of Output Autocorrelation and Spectrum for any Time-invariant Non-linear System with Noise Input†
J. F. Barrett · Journal of Electronics and Control · 1964
By expansion of the input-output relation of an arbitrary non-linear system into a series of Hermite functionals, it is shown that if the input is Gaussian noise, it is possible to derive convenient theoretical expressions for the output autocorrelation function and spectrum.