The infinite impulse response (IIR) filter of an AR(1) process is studied under a random parameter assumption. The statistical properties of the random transfer function arederived. Stochastic process modeling is also considered. Finally, a conclusion section is given
The purpose of this research is to find the asymptotically exact expressions for the distribution fu...
In this paper, a study of random times on filtered probability spaces is undertaken. The main messag...
International audienceThis paper is a contribution to the analysis of the statistical correlation of...
This work is focused on the problem of filtering of random processes and on the construction of a st...
The concept of random impulse trains is useful as it facilitates statistical studies on discrete pul...
119 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1985.A family of adaptive IIR filt...
This thesis is concerned with a comparative study of discrete time filters using the theories of Wie...
We compare several methods for the efficient generation of correlated random sequences (colored nois...
In the Kalman—Bucy filter problem the observed process consists of a sum of a signal and of a noise...
Linear filters are the most important systems used in Signal Processing. Their input-output relation...
Abstract—In this paper the authors derive exact filters for the state of a doubly stochastic auto-re...
Design problem of infinite impulse response (IIR) filters is generally a non-linear optimization pro...
. In this paper we introduce a new approach to the study of filtering theory by allowing the system'...
Random signals and noise are present in many engineering systems and networks. Signal processing tec...
This work generalizes the Wiener-Kolmogorov theory of optimum linear filtering and prediction of sta...
The purpose of this research is to find the asymptotically exact expressions for the distribution fu...
In this paper, a study of random times on filtered probability spaces is undertaken. The main messag...
International audienceThis paper is a contribution to the analysis of the statistical correlation of...
This work is focused on the problem of filtering of random processes and on the construction of a st...
The concept of random impulse trains is useful as it facilitates statistical studies on discrete pul...
119 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1985.A family of adaptive IIR filt...
This thesis is concerned with a comparative study of discrete time filters using the theories of Wie...
We compare several methods for the efficient generation of correlated random sequences (colored nois...
In the Kalman—Bucy filter problem the observed process consists of a sum of a signal and of a noise...
Linear filters are the most important systems used in Signal Processing. Their input-output relation...
Abstract—In this paper the authors derive exact filters for the state of a doubly stochastic auto-re...
Design problem of infinite impulse response (IIR) filters is generally a non-linear optimization pro...
. In this paper we introduce a new approach to the study of filtering theory by allowing the system'...
Random signals and noise are present in many engineering systems and networks. Signal processing tec...
This work generalizes the Wiener-Kolmogorov theory of optimum linear filtering and prediction of sta...
The purpose of this research is to find the asymptotically exact expressions for the distribution fu...
In this paper, a study of random times on filtered probability spaces is undertaken. The main messag...
International audienceThis paper is a contribution to the analysis of the statistical correlation of...