Filtered Binary Processes

Abstract

We have completed our studies of approximating distributions from moments be extending our results to infinite intervals and nonsymmetric probability density functions. We have begun investigations into developing a theory for approximating power spectra from samples of autocorrelation functions based upon Pearson-type methods from statistics. Our studies of level crossings of filtered dichotomous noise have led to the investigations of stochastic processes whose short-time differential fluctuations are non-integral powers of the differential time spacing. The effects of such behavior on the resulting non-Markov extended Fokker-Planck equation conditional moments and the average number of level crossings of the process are being studied. (kr)

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Document Details

Document Type
Technical Report
Publication Date
May 15, 1989
Accession Number
ADA212005

Entities

People

  • R. F. Pawula

Tags

Communities of Interest

  • Biomedical
  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Autocorrelation
  • Classification
  • Contracts
  • Crossings
  • Differential Equations
  • Electrical Engineering
  • Engineering
  • Equations
  • Fokker Planck Equations
  • Information Theory
  • Power Spectra
  • Probability
  • Probability Density Functions
  • Signal Processing
  • Spectra
  • Statistics
  • Stochastic Processes

Fields of Study

  • Mathematics
  • Physics

Readers

  • Calculus or Mathematical Analysis
  • Statistical inference.

Technology Areas

  • Space