Some Aspects of the Weiner Noise Model.
Abstract
The output of a filter whose input is white Gaussian noise is often a good model of random processes which are encountered in the physical world. This memo provides a tutorial discussion of the relationships between the filter transfer functions, the autocorrelation function of the output noise process and the bilateral Laplace transform of this autocorrelation function. Also considered is the use of a truncated Maclaurin series as an approximation to the autocorrelation function for small time shifts. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1976
- Accession Number
- ADA027452
Entities
People
- K. Metzger
Organizations
- University of Michigan