Title :
Statistical analysis of multidimensional filters driven non-Gaussian non-white noises
Author :
Kazakov, Vladimir A. ; Hernandez, P.Ruben
Author_Institution :
Department of Telecommunications, High School of Mechanics and Electrics of the National Polytechnical Institute of Mexico, Unidad Zacatenco, C.P. 07738, D.F., Mexico
Abstract :
The problem of the statistical analysis of the multidimensional linear filters is considered on the base of kinetic equations for the non-markovian stochastic processes. The kinetic coefficients are calculated using the convolution integral instead of the system of differential equations. The advantage of this method is a reduction of the dimension of the problem. Two examples are given and some results of a statistical simulation are presented.
Keywords :
Chaotic communication; Equations; Kinetic theory; Mathematical model; Noise; Statistical analysis; Kinetic equation; binary Markovian process; linear filter; non-Markovian process;
Conference_Titel :
Signal Processing Conference, 2000 10th European
Print_ISBN :
978-952-1504-43-3
