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Stochastic signal analysis: Numerical representation and applications to system theory

✍ Scribed by Valderrama, Mariano J.

Publisher
John Wiley and Sons
Year
1991
Tongue
English
Weight
641 KB
Volume
7
Category
Article
ISSN
8755-0024

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✦ Synopsis

Abstract

Alternative procedures for representing a stochastic signal as a denumerable series with uncorrelated terms are developed. The study includes considerations about parametric rescaling and its repercussions on the orthogonal expansion, as well as numerical techniques for approaching such an expansion. In addition, applications to the Gaussian characterization of stochastic signals, filtering and stochastic modelling are treated.

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