TY - JOUR
T1 - Statistical analysis of multidimensional filters driven non-Gaussian non-white noises
AU - Kazakov, Vladimir A.
AU - Hernandez, P. Ruben
N1 - Publisher Copyright:
© 2000 EUSIPCO.
PY - 2000/3/31
Y1 - 2000/3/31
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.
KW - Binary Markovian process
KW - Kinetic equation
KW - Linear filter
KW - Non-Markovian process
UR - http://www.scopus.com/inward/record.url?scp=84937053418&partnerID=8YFLogxK
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 -