首页   按字顺浏览 期刊浏览 卷期浏览 Stochastic signal analysis: Numerical representation and applications to system theory
Stochastic signal analysis: Numerical representation and applications to system theory

 

作者: Mariano J. Valderrama,  

 

期刊: Applied Stochastic Models and Data Analysis  （WILEY Available online 1991）
卷期: Volume 7, issue 1  

页码: 93-106

 

ISSN:8755-0024

 

年代: 1991

 

DOI:10.1002/asm.3150070109

 

出版商: John Wiley&Sons, Ltd.

 

关键词: Karhunen‐Loève decomposition;Ornstein‐Uhlenbeck process;Time‐rescaling;Rayleigh‐Ritz algorithm

 

数据来源: WILEY

 

摘要:

AbstractAlternative procedures for representing a stochastic signal as a denumerable series with uncorrelated terms are developed. The study includes considerations about parametric rescaling and its repercussions on the orthogonal expansion, as well as numerical techniques for approaching such an expansion. In addition, applications to the Gaussian characterization of stochastic signals, filtering and stochastic modelling are treated.

 

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