On Filtered Binary Processes.

Abstract

The problem of calculating the probability density function of the output of an RC filter driven by a binary random process with intervals generated by an equilibrium renewal process is studied. New integral equations, closely related to McFadden's original integral equations, are derived, and solved by a matrix approximation method and by iteration. Transformations of the integral equations into differential equations are being investigated. Some numerical results which compare the matrix and iteration solutions with both exact solutions and approximate solutions based upon the Fokker-Planck equation are presented. (Author).

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1984
Accession Number
ADA150328

Entities

People

  • R. F. Pawula
  • S. O. Rice

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Availability
  • Classification
  • Computer Science
  • Data Science
  • Differential Equations
  • Equations
  • Fokker Planck Equations
  • Information Science
  • Integral Equations
  • Iterations
  • Probability
  • Probability Density Functions
  • Random Variables
  • Scientific Research
  • Security
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Mathematical Modeling and Probability Theory.