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Truncated Taylor expansion of a stochastic process (Corresp.)

✍ Scribed by Papoulis, A.

Book ID
114633210
Publisher
IEEE
Year
1965
Tongue
English
Weight
215 KB
Volume
11
Category
Article
ISSN
0018-9448

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## Abstract A random process can be represented as a series expansion involving a complete set of deterministic functions with corresponding random coefficients. Karhunen–Loeve (K–L) series expansion is based on the eigen‐decomposition of the covariance function. Its applicability as a simulation t