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
Link To Document