首页   按字顺浏览 期刊浏览 卷期浏览 Mean and variance of the arc length of a Gaussian process on a finite interval†
Mean and variance of the arc length of a Gaussian process on a finite interval†

 

作者: RICHARD BARAKAT,   ELIZABETH BAUMANN,  

 

期刊: International Journal of Control  (Taylor Available online 1970)
卷期: Volume 12, issue 3  

页码: 377-383

 

ISSN:0020-7179

 

年代: 1970

 

DOI:10.1080/00207177008931855

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

The first and second moments of the distribution function of the arc length of a Gaussian process on a finite interval are obtained in terms of the covariance function of the derivative process. A closed expression (in terms of a modified Bessel function) was obtained for the first moment; however, the second moment had to be evaluated numerically. Numerical calculations were carried out for three typical covariance functions.

 

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