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
Link To Document :
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