FURTHER DECOMPOSITION OF KARHUNEN-LOEVE SERIES REPRESENTATION OF A STATIONARY RANDOM PROCESS

被引:50
作者
RAY, WD
DRIVER, RM
机构
关键词
D O I
10.1109/TIT.1970.1054565
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:663 / +
相关论文
共 10 条
[1]  
DAVENPORT WB, 1958, INTRODUCTION THEORY, P99
[2]  
Deutsch R, 1965, ESTIMATION THEORY
[3]  
Grenander U., 1950, ARK MAT, V1, P195, DOI 10.1007/BF02590638
[4]  
Karhunen K., 1947, ANN ACAD SCI FENN A1, V37
[5]  
KARHUNEN K, 1960, T131 RAND CORP
[6]  
LOEVE M, 1960, PROBABILITY THEORY, P478
[7]  
MIDDLETON D, 1960, INTRODUCTION STATIST
[8]   AN APPROACH TO TIME-SERIES ANALYSIS [J].
PARZEN, E .
ANNALS OF MATHEMATICAL STATISTICS, 1961, 32 :951-&
[9]  
Pugachev VS., 1965, THEORY RANDOM FUNCTI, V1
[10]  
SELIN I, 1965, DETECTION THEORY, P66