• DocumentCode
    916652
  • Title

    Narrow-band systems and Gaussianity

  • Author

    Papoulis, Athanasios

  • Volume
    18
  • Issue
    1
  • fYear
    1972
  • fDate
    1/1/1972 12:00:00 AM
  • Firstpage
    20
  • Lastpage
    27
  • Abstract
    The approach to Gaussianity of the output y(t) of a narrow-band system h(t) is investigated. It is assumed that the input x(t) is an a -dependent process, in the sense that the random variables x(t) and x(t + u) are independent for u > a . With F(y) and G(y) the distribution functions of y(t) and of a suitable normal process, a realistic bound B on the difference F(y) -- G(y) is determined, and it is shown that B \\rightarrow 0 as the bandwidth \\omega _o of the system tends to zero. In the special case of the shot noise process begin{equation} y(t) = sum_i h(t - t_i) end{equation} it is shown that begin{equation} mid F(y) - G(y) mid < (omega_o/lambda) frac{1}{2} end{equation} where \\lambda _i is the average density of the Poisson points t_i .
  • Keywords
    Band-limited communication; Gaussian processes; Linear systems; Stochastic processes; Aerospace engineering; Bandwidth; Distribution functions; Filters; Gaussian processes; Iron; Linear systems; Narrowband; Random variables; Signal processing;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1972.1054731
  • Filename
    1054731