Statistical analysis of linear filters driven by non-white noise

Vladimir A. Kazakov

doi:10.1615/telecomradeng.v56.i6-7.110

Statistical analysis of linear filters driven by non-white noise

Vladimir A. Kazakov

Escuela Superior de Ingeniería Mecánica y Eléctrica (ESIME), Unidad Zacatenco

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

The problem of the statistical analysis of the multidimensional linear filters is considered on the basis of kinetic equations for the non-Markovian stochastic processes. The kinetic coefficients are calculated using the convolution integral instead of the system of differential equations. The advantage of this method is a reduction of the dimension of the problem. Two examples are given and some results of a statistical simulation are presented when the input is the binary Markovian process.

Original language	English
Pages (from-to)	158-171
Number of pages	14
Journal	Telecommunications and Radio Engineering (English translation of Elektrosvyaz and Radiotekhnika)
Volume	56
Issue number	6-7
DOIs	https://doi.org/10.1615/telecomradeng.v56.i6-7.110
State	Published - 2001

Access to Document

10.1615/telecomradeng.v56.i6-7.110

Cite this

@article{cbf921aaa29541089022fda8671cce73,

title = "Statistical analysis of linear filters driven by non-white noise",

abstract = "The problem of the statistical analysis of the multidimensional linear filters is considered on the basis of kinetic equations for the non-Markovian stochastic processes. The kinetic coefficients are calculated using the convolution integral instead of the system of differential equations. The advantage of this method is a reduction of the dimension of the problem. Two examples are given and some results of a statistical simulation are presented when the input is the binary Markovian process.",

author = "Kazakov, {Vladimir A.}",

year = "2001",

doi = "10.1615/telecomradeng.v56.i6-7.110",

language = "Ingl{\'e}s",

volume = "56",

pages = "158--171",

journal = "Telecommunications and Radio Engineering (English translation of Elektrosvyaz and Radiotekhnika)",

issn = "0040-2508",

number = "6-7",

}

TY - JOUR

T1 - Statistical analysis of linear filters driven by non-white noise

AU - Kazakov, Vladimir A.

PY - 2001

Y1 - 2001

N2 - The problem of the statistical analysis of the multidimensional linear filters is considered on the basis of kinetic equations for the non-Markovian stochastic processes. The kinetic coefficients are calculated using the convolution integral instead of the system of differential equations. The advantage of this method is a reduction of the dimension of the problem. Two examples are given and some results of a statistical simulation are presented when the input is the binary Markovian process.

AB - The problem of the statistical analysis of the multidimensional linear filters is considered on the basis of kinetic equations for the non-Markovian stochastic processes. The kinetic coefficients are calculated using the convolution integral instead of the system of differential equations. The advantage of this method is a reduction of the dimension of the problem. Two examples are given and some results of a statistical simulation are presented when the input is the binary Markovian process.

UR - http://www.scopus.com/inward/record.url?scp=1542295303&partnerID=8YFLogxK

U2 - 10.1615/telecomradeng.v56.i6-7.110

DO - 10.1615/telecomradeng.v56.i6-7.110

M3 - Artículo

SN - 0040-2508

VL - 56

SP - 158

EP - 171

JO - Telecommunications and Radio Engineering (English translation of Elektrosvyaz and Radiotekhnika)

JF - Telecommunications and Radio Engineering (English translation of Elektrosvyaz and Radiotekhnika)

IS - 6-7

ER -

Statistical analysis of linear filters driven by non-white noise

Abstract

Access to Document

Other files and links

Fingerprint

Cite this