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Bilateral Laplace Transforms on Time Scales: Convergence,
Convolution, and the Characterization of Stationary Stochastic Time
Series
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Bilateral
Laplace Transforms on Time Scales: Convergence, Convolution, and the
Characterization of Stationary Stochastic Time
Series
John M. Davis1 , Ian A. Gravagne2 and Robert J. Marks II2
(1) |
Department of Mathematics,
Baylor University, One Bear Place #97328, Waco, TX 76798-7328, USA |
(2) |
Department of Electrical
and Computer Engineering, Baylor University, One Bear Place #97356,
Waco, TX 76798-7356, USA |
Received: 30 May 2009 Revised:
29 September 2009 Published
online: 30 April 2010
Abstract The
convergence of Laplace transforms on time scales is generalized to the
bilateral case. The bilateral Laplace transform
of a signal on a time scale subsumes the continuous time
bilateral Laplace transform, and the discrete time bilateral z-transform
as special cases. As in the unilateral case, the regions of convergence
(ROCs) time scale Laplace transforms are
determined by the time scale’s graininess. ROCs for the
bilateral Laplace transforms of double sided time scale exponentials
are determined by two modified Hilger circles. The ROC is
the intersection of points external to modified Hilger circle determined
by behavior for positive time and the points internal to the
second modified Hilger circle determined by negative time. Since
graininess lies between zero and infinity, there can exist
conservative ROCs applicable for all time scales. For continuous
time (ℝ) bilateral transforms, the circle radii become
infinite and results in the familiar ROC between two lines parallel
to the imaginary z axis. Likewise, on ℤ, the ROC is
an annulus. For signals on time scales bounded by double sided
exponentials, the ROCs are
at least that of the double sided exponential. The Laplace
transform is used to define the box minus shift through which
time scale convolution can be defined. Generalizations of familiar
properties of signals on ℝ and ℤ include
identification of the identity convolution operator, the
derivative theorem, and characterizations of wide sense stationary
stochastic processes for an arbitrary time scales including
autocorrelation and power spectral density expressions.
Keywords Time
scales - Laplace transform -
z-transforms - Region of
convergence - Hilger
circle - Stationarity - Autocorrelation - Power
spectral density - Hilger delta
This work was
supported by National Science Foundation grant CMMI #0726996.
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