On the Applications of Random Signals with Multiplicity One.
Abstract
In a number of applications of random signal theory, it is necessary to consider random processes with multiplicity one. Such processes possess the property that they may be 'prewhitened' by a linear, causal, invertible filter. After presenting some background on the notion of multiplicity, this paper considers two important applications: (1) The modeling of stochastic signals by linear systems, and (2) the prewhitening approach to linear least-mean-square estimation. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1970
- Accession Number
- AD0721451
Entities
People
- Anthony Ephremides
- John B. Thomas
Organizations
- Princeton University