SERIES EXPANSION OF WIDE-SENSE STATIONARY RANDOM PROCESSES

被引：14

作者：

MASRY, E

LIU, B

STEIGLITZ, K

机构：

[1] Department of Electrical Engineering, Princeton University, Princeton, N. J.

[2] Department of Electrical Engineering, Princeton University, Princeton, N.J.

来源：

IEEE TRANSACTIONS ON INFORMATION THEORY | 1968年 / 14卷 / 06期

关键词：

D O I：

10.1109/TIT.1968.1054230

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper presents a general approach to the derivation of series expansions of second-order wide-sense stationary mean-square continuous random process valid over an infinite-time interval. The coefficients of the expansion are orthogonal and convergence is in the mean-square sense. The method of derivation is based on the integral representation of such processes. It covers both the periodic and the aperiodic cases. A constructive procedure is presented to obtain an explicit expansion for a given spectral distribution. © 1968 IEEE. All rights reserved.

引用

页码：792 / +

页数：1