• 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 (N + 1) - dimensional Markov process generated when a Markov step signal {s(t)} is the input to an N^{th} -order system of the form dX/dt = U(X; s) . 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=945879