Title :
The mean power spectral density of Markov chain driven signals
Author :
Galko, Peter ; Pasupathy, Subbarayan
fDate :
11/1/1981 12:00:00 AM
Abstract :
Many signals ocurring in data communications can be described by Markovian models. Expressions for the mean power spectral density function of a signal driven by a stationary discrete-parameter finite-state Markov chain are derived and discussed, both for irreducible and reducible chains. Two examples are presented to illustrate the application of the results.
Keywords :
Markov processes; Spectral analysis; Computer aided software engineering; Councils; Data communication; Density functional theory; Power generation; Prototypes; Random variables; Signal generators; Signal processing;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1981.1056425
