DocumentCode
1211720
Title
Singular random signals
Author
Picinbono, Bernard ; Tourneret, Jean-Yves
Author_Institution
Univ. of Paris-Orsay, Gif sur Yvette, France
Volume
53
Issue
2
fYear
2005
fDate
2/1/2005 12:00:00 AM
Firstpage
499
Lastpage
504
Abstract
Singular random signals are characterized by the fact that their values at each time are singular random variables, which means that their distribution functions are continuous but with a derivative almost everywhere equal to zero. Such random variables are usually considered as without interest in engineering or signal processing problems. The purpose of this paper is to show that very simple signals can be singular. This is especially the case for autoregressive moving average (ARMA) signals defined by white noise taking only discrete values and filters with poles located in a circle of singularity introduced in this paper. After giving the origin of singularity and analyzing its relationships with fractal properties, various simulations highlighting this structure will be presented.
Keywords
autoregressive moving average processes; fractals; signal processing; white noise; autoregressive moving average signal; distribution function; filter; fractal property; signal processing; singular random signal; singularity; stochastic signal; white noise; Analytical models; Autoregressive processes; Distribution functions; Filters; Fractals; Probability density function; Random variables; Signal processing; Stochastic resonance; White noise; ARMA models; fractals; stochastic signals;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/TSP.2004.840783
Filename
1381742
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