DocumentCode :
941181
Title :
On filtered binary processes
Author :
Pawula, R.F. ; Rice, S.O.
Volume :
32
Issue :
1
fYear :
1986
fDate :
1/1/1986 12:00:00 AM
Firstpage :
63
Lastpage :
72
Abstract :
The problem of calculating the probability density function of the output of an 
filter driven by a binary random process with intervals generated by an equilibrium renewal process is studied. New integral equations, closely related to McFadden\´s original integral equations, are derived and solved by a matrix approximation method and by iteration. Transformations of the integral equations into differential equations are investigated and a new closed-form solution is obtained in one special case. Some numerical results that compare the matrix and iteration solutions with both exact solutions and approximate solutions based upon the Fokker-Planck equation are presented.
filter driven by a binary random process with intervals generated by an equilibrium renewal process is studied. New integral equations, closely related to McFadden\´s original integral equations, are derived and solved by a matrix approximation method and by iteration. Transformations of the integral equations into differential equations are investigated and a new closed-form solution is obtained in one special case. Some numerical results that compare the matrix and iteration solutions with both exact solutions and approximate solutions based upon the Fokker-Planck equation are presented.Keywords :
Fokker-Planck equations; Integral equations; Level-crossing problems; RC filters; Renewal processes; Application software; Approximation methods; Closed-form solution; Density functional theory; Differential equations; Integral equations; Low pass filters; Probability density function; Random processes; Statistical distributions;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1986.1057138
Filename :
1057138
Link To Document :
