Random Filters Which Preserve the Stability of Random Inputs.

Abstract

A stationary stable random process goes through an independently distributed random linear filter. It is shown that when the input is Gaussian or harmonizable stable, then the output is also stable provided the filter's transfer function has nonrandom gain. In contrast, when the input is a non-Gaussian stable moving average, then the output is stable provided the filter's randomness is due only to a random global sign and time shift. Keywords: stochastic processes.

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1986
Accession Number
ADA179221

Entities

People

  • Stamatis Cambanis

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Contrast
  • Functions (Mathematics)
  • Mathematics
  • Mental Processes
  • Stationary
  • Stochastic Processes
  • Transfer Functions

Fields of Study

  • Engineering

Readers

  • Mathematical Modeling and Probability Theory.
  • Radio communications and signal processing.