On the Reconstruction of the Covariance of Stationary Gaussian Processes Observed Through Zero Memory Nonlinearities. Part II.
Abstract
We consider the problem of reconstructing the variance R(0) of a zero mean stationary Gaussian process observed through a zero memory nonlinearity f(x), from the knowledge of f and the first two moments of the output process. The reconstruction is shown to be feasible for certain interval windows, convex nonlinearities and discontinuous unimodal nonlinearities. The paper is the completion of the investigation begun in Cambanis and Masry (1978) where the reconstruction of the normalized covariance R(t)/R(0) was considered. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1978
- Accession Number
- ADA059395
Entities
People
- Elias Masry
- Stamatis Cambanis
Organizations
- University of North Carolina at Chapel Hill