Data Analysis for Stochastic Processes.

Abstract

This report is tailored for use as a companion document to SIGANAL: A MODULAR SIGNAL ANALYSIS PROGRAM, which is a comprehensive package of software routines for signal analysis applications. The purpose of this report is to yield understanding and interpretation of practical stochastic signal analysis procedures and results. Basic mathematical foundations for stochastic processes are presented and the extended to the calculations of Power Spectral Densities, cross-spectral densities, coherence functions, and transfer functions. Practical aspects of data processing such as sampling, finite materials, and confidence bounds are explained. A simple numerical example is developed to demonstrate most of the analytical tools developed in the report.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1977
Accession Number
ADA038356

Entities

People

  • James E. Negro

Organizations

  • Air Force Research Laboratory

Tags

Communities of Interest

  • Energy and Power Technologies
  • Sensors

DTIC Thesaurus Topics

  • Control Systems
  • Data Analysis
  • Data Science
  • Delta Functions
  • Difference Equations
  • Differential Equations
  • Distribution Functions
  • Ergodic Processes
  • Frequency Bands
  • Frequency Domain
  • Information Processing
  • Information Science
  • Normal Distribution
  • Probability Distributions
  • Random Variables
  • Stationary Processes
  • Stochastic Processes

Readers

  • Approximation Theory.
  • Mathematical Modeling and Probability Theory.
  • Systems Analysis and Design