Title :
Generating Singular Signals by Filtering Bernoulli Correlated Inputs
Author_Institution :
Univ. de Paris-Sud, Gif-sur-Yvette
Abstract :
Singular random signals can be obtained at the output of some linear filters when the input is a Bernoulli white noise. It is shown that this whiteness assumption can be relaxed and some examples of colored Bernoulli signals generating singularity by filtering are presented. Computer experiments are realized in order to verify these results.
Keywords :
Markov processes; filtering theory; white noise; Bernoulli white noise; linear filters; singular random signals; Distribution functions; Filtering; Nonlinear filters; Predictive models; Random variables; Samarium; Signal analysis; Signal generators; Signal processing; White noise; Markov processes; non-Gussian signals and noise; prediction; signal and noise modeling; statistical signal analysis;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2007.906738
