Title :
Nonlinear transformations of random processes
Author :
Abramson, Norman
fDate :
7/1/1967 12:00:00 AM
Abstract :
This paper provides a general method of calculating the mean-square bandwidth (and other spectral moments) of an arbitrary zero-memory nonlinear transformation of a stationary random process. The method is valid when the original process is an arbitrary combination of other random processes. It can be used to determine the mean-square bandwidth (or the spectral moments) of the transformed process either before or after that process is passed through a bandpass filter. Five examples of the application of this method are provided simplifying and generalizing known results, as well as providing new results.
Keywords :
Spectral analysis; Stochastic processes;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1967.1054033