Resumen
An algorithm is investigated for reconstructing realizations of Gaussian processes with an arbitrary correlation function from readings of the realization itself and linear transformations of it; integration, differentiation and time shift operations are used as the latter; the reconstruction is carried out using the conditional mean function and the error of the reconstruction is estimated by the conditional variance function.
Idioma original | Inglés |
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Páginas (desde-hasta) | 97-102 |
Número de páginas | 6 |
Publicación | Telecommunications and Radio Engineering (English translation of Elektrosvyaz and Radiotekhnika) |
Volumen | 49 |
N.º | 9 |
Estado | Publicada - sep. 1995 |