ON HARMONIZABLE STOCHASTIC PROCESSES,
Abstract
The paper presents a new orthogonal series representation and a new orthogonal integral representation for harmonizable stochastic processes. It also demonstrates the importance of harmonizable stochastic processes in systems analysis by showing that the output of a wide class of systems is a harmonizable process. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1969
- Accession Number
- AD0698767
Entities
People
- Bede Liu
- Stamatis Cambanis
Organizations
- Princeton University