DocumentCode
933989
Title
The mean power spectral density of Markov chain driven signals
Author
Galko, Peter ; Pasupathy, Subbarayan
Volume
27
Issue
6
fYear
1981
fDate
11/1/1981 12:00:00 AM
Firstpage
746
Lastpage
754
Abstract
Many signals ocurring in data communications can be described by Markovian models. Expressions for the mean power spectral density function of a signal driven by a stationary discrete-parameter finite-state Markov chain are derived and discussed, both for irreducible and reducible chains. Two examples are presented to illustrate the application of the results.
Keywords
Markov processes; Spectral analysis; Computer aided software engineering; Councils; Data communication; Density functional theory; Power generation; Prototypes; Random variables; Signal generators; Signal processing;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1981.1056425
Filename
1056425
Link To Document