Statistical analysis of multidimensional filters driven non-Gaussian non-white noises

Vladimir A. Kazakov; P. Ruben Hernandez

Statistical analysis of multidimensional filters driven non-Gaussian non-white noises

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

Research output: Contribution to journal › Conference article › peer-review

Abstract

The problem of the statistical analysis of the multidimensional linear filters is considered on the base 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.

Original language	English
Article number	7075639
Journal	European Signal Processing Conference
Volume	2015-March
Issue number	March
State	Published - 31 Mar 2000
Event	2000 10th European Signal Processing Conference, EUSIPCO 2000 - Tampere, Finland Duration: 4 Sep 2000 → 8 Sep 2000

Keywords

Binary Markovian process
Kinetic equation
Linear filter
Non-Markovian process

Cite this

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abstract = "The problem of the statistical analysis of the multidimensional linear filters is considered on the base 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.",

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AU - Kazakov, Vladimir A.

AU - Hernandez, P. Ruben

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N2 - The problem of the statistical analysis of the multidimensional linear filters is considered on the base 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.

AB - The problem of the statistical analysis of the multidimensional linear filters is considered on the base 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.

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KW - Kinetic equation

KW - Linear filter

KW - Non-Markovian process

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M3 - Artículo de la conferencia

AN - SCOPUS:84937053418

SN - 2219-5491

VL - 2015-March

JO - European Signal Processing Conference

JF - European Signal Processing Conference

IS - March

M1 - 7075639

T2 - 2000 10th European Signal Processing Conference, EUSIPCO 2000

Y2 - 4 September 2000 through 8 September 2000

ER -

Statistical analysis of multidimensional filters driven non-Gaussian non-white noises

Abstract

Keywords

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