• DocumentCode
    900347
  • Title

    The linear random process

  • Author

    Blake, Ian F. ; Thomas, John B.

  • Author_Institution
    Jet Propulsion Laboratory, Pasadena, Calif.
  • Volume
    56
  • Issue
    10
  • fYear
    1968
  • Firstpage
    1696
  • Lastpage
    1703
  • Abstract
    A survey of the theory and applications of the class of random processes is presented. Topics discussed include the law of large numbers, covariance estimation, and the relationship of linear to normal processes. Various applications of the linear process to problems of communication theory are considered. These include prediction, signal extraction, and detection, using the linear process as a model for the signal or noise. Several exmples illustrating certain aspects of linear processes are given.
  • Keywords
    Distribution functions; Helium; Information filtering; Information filters; Maximum likelihood detection; NASA; Nonlinear filters; Poisson equations; Random processes; Random variables;
  • fLanguage
    English
  • Journal_Title
    Proceedings of the IEEE
  • Publisher
    ieee
  • ISSN
    0018-9219
  • Type

    jour

  • DOI
    10.1109/PROC.1968.6704
  • Filename
    1448634