LINEAR RANDOM PROCESS

被引：4

作者：

BLAKE, IF

THOMAS, JB

机构：

[1] Jet Propulsion Laboratory, Pasadena

[2] Department of Electrical Engineering, Princeton University, Princeton

来源：

PROCEEDINGS OF THE INSTITUTE OF ELECTRICAL AND ELECTRONICS ENGINEERS | 1968年 / 56卷 / 10期

关键词：

D O I：

10.1109/PROC.1968.6704

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

A survey of the theory and applications of the class of linear random processes is presented. Topics discussed include the law of large numbers, covariance estimation, and the relationship of linear to normal processes. Various applications of the linear process to problems of comnumication theory are considered. These include prediction, signal extraction, and detection, using the linear process as a model for the signal or noise. Several examples illustrating certain aspects of linear processes are given. Copyright © 1968 by The Institute of Electrical and Electronics Engineers, Inc.

引用

页码：1696 / &

共 19 条

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[2]

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[10]

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