NEW BOUNDS FOR THE VARIATION OF MEAN-SQUARE-CONTINUOUS WIDE-SENSE-STATIONARY PROCESSES

被引：6

作者：

FLEURY, BH

机构：

[1] Communication Technology Laboratory, Swiss Federal Institute of Technology, Zurich, ETH-Zentrum

来源：

IEEE TRANSACTIONS ON INFORMATION THEORY | 1995年 / 41卷 / 03期

关键词：

BOUNDS; VARIATION OF WIDE-SENSE-STATIONARY PROCESSES; REAL AUTOCOVARIANCE FUNCTIONS;

D O I：

10.1109/18.382041

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

New bounds for real, continuous, nonnegative-definite functions are established. As an application it is shown that the variation of a real mean-square-continuous (MSG) vide-sense-stationary (WSS) process is bounded by its Maclaurin polynomials, either from below dr from above depending on their degree. The least upper bound for the variation of a real MSC WSS process which depends solely on the process' spectral spread is also obtained. In comparison to previously published results, the new bounds present many advantages which are discussed, The extension of these bounds to complex MSC WSS processes is straightforward.

引用

页码：849 / 852

页数：4

共 8 条

[1]

Blanc-Lapierre A., 1953, THEORIE FONCTIONS AL

[2]

GIGHMAN II, 1974, THEORY STOCHASTIC PR, V1

[3] A LOWER BOUND FOR THE VARIATION OF A BAND-LIMITED RANDOM PROCESS - COMMENT [J].