Bandlimited Processes and Certain Nonlinear Transformations.

Abstract

The paper considers the problem of the uniqueness and invertibility of a certain class of nonlinear transformations acting on stochastic signals. The transformation consists of an instantaneous nonlinearity followed by a bandlimiting linear system and the input is a bandlimited process in the sense of Zakai. For Gaussian, possibly noisy, inputs and a large class of nonlinear systems it is shown that there is one to one correspondence between the input and the output. As an application some new results on the curve crossings of bandlimited Gaussian processes are derived. Furthermore the sample functions of the input process are reconstructed from, possibly noisy, observations of the output process for a specific class of nonlinearities followed by a variety of linear systems. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1974
Accession Number
AD0780585

Entities

People

  • Elias Masry
  • Stamatis Cambanis

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Crossings
  • Data Science
  • Gaussian Processes
  • Information Science
  • Linear Systems
  • Nonlinear Systems
  • Observation

Fields of Study

  • Engineering

Readers

  • Approximation Theory.
  • Mathematical Modeling and Probability Theory.