DocumentCode :
945879
Title :
On the probability density of the output of a low-pass system when the input is a Markov step process
Author :
Wonham, W.M.
Volume :
6
Issue :
5
fYear :
1960
fDate :
12/1/1960 12:00:00 AM
Firstpage :
539
Lastpage :
544
Abstract :
Forward equations are derived for the 
- dimensional Markov process generated when a Markov step signal 
is the input to an 
-order system of the form 
. As examples, the joint probability densities of input and output are found for a symmetric three-level signal smoothed by an RC low-pass filter, and partial results are obtained for a doubly integrated Rice telegraph signal.
- dimensional Markov process generated when a Markov step signal is the input to an -order system of the form . As examples, the joint probability densities of input and output are found for a symmetric three-level signal smoothed by an RC low-pass filter, and partial results are obtained for a doubly integrated Rice telegraph signal.Keywords :
Low-pass filters; Markov processes; Probability functions; H infinity control; Information theory; Linear systems; Low pass filters; Markov processes; Nonlinear equations; Random variables; Signal generators; Signal processing; Telegraphy;
fLanguage :
English
Journal_Title :
Information Theory, IRE Transactions on
Publisher :
ieee
ISSN :
0096-1000
Type :
jour
DOI :
10.1109/TIT.1960.1057599
Filename :
1057599
Link To Document :
