PASSAGE OF STATIONARY PROCESSES THROUGH LINEAR AND NON-LINEAR DEVICES

Abstract

The problem of finding the probability distribution of the noise output of a receiver consisting of a filter, a detector, and a second filter is discussed. Methods are discussed which have led to solutions of this problem in some special cases. In the case of multidimensionally Markoffian x(t) the problem is shown to be equivalent to an integral equation, which in many cases of interest reduces to a differential equation.

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Document Details

Document Type
Technical Report
Publication Date
Oct 29, 1953
Accession Number
AD0604228

Entities

People

  • A. J. Siegert

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Coefficients
  • Detectors
  • Differential Equations
  • Equations
  • Gaussian Noise
  • Integral Equations
  • Integrals
  • Networks
  • Noise
  • Partial Differential Equations
  • Power Spectra
  • Probability
  • Probability Distributions
  • Stationary
  • Stationary Processes
  • Web Browsers
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Statistical inference.