DocumentCode
1361629
Title
Bandwidth from a large excursion of Gaussian noise
Author
Rainal, A.J.
Author_Institution
AT&T Bell Lab., Murray Hill, NJ, USA
Volume
40
Issue
4
fYear
1991
fDate
8/1/1991 12:00:00 AM
Firstpage
688
Lastpage
693
Abstract
Some statistics properties of large excursions of Gaussian processes are presented, along with exact asymptotic formulas for calculating the root-mean-square (RMS) bandwidths of the underlying wideband or narrowband Gaussian processes in terms of the excursion level, height, and duration. The measured trajectory of a large excursion is used to illustrate the method. A somewhat similar phenomenon occurs for the envelope of a narrowband Gaussian process
Keywords
information theory; random noise; statistical analysis; Gaussian noise; Gaussian processes; RMS bandwidth; asymptotic formulas; large excursion; root mean square bandwidth; statistics; trajectory; Autocorrelation; Bandwidth; Estimation theory; Fourier transforms; Gaussian noise; Gaussian processes; Narrowband; Noise shaping; Random variables; Shape;
fLanguage
English
Journal_Title
Instrumentation and Measurement, IEEE Transactions on
Publisher
ieee
ISSN
0018-9456
Type
jour
DOI
10.1109/19.85335
Filename
85335
Link To Document