Title :
Bandwidth from a large excursion of Gaussian noise
Author_Institution :
AT&T Bell Lab., Murray Hill, NJ, USA
fDate :
8/1/1991 12:00:00 AM
Abstract :
Some statistics properties of large excursions of Gaussian processes are presented, along with exact asymptotic formulas for calculating the root-mean-square (RMS) bandwidths of the underlying wideband or narrowband Gaussian processes in terms of the excursion level, height, and duration. The measured trajectory of a large excursion is used to illustrate the method. A somewhat similar phenomenon occurs for the envelope of a narrowband Gaussian process
Keywords :
information theory; random noise; statistical analysis; Gaussian noise; Gaussian processes; RMS bandwidth; asymptotic formulas; large excursion; root mean square bandwidth; statistics; trajectory; Autocorrelation; Bandwidth; Estimation theory; Fourier transforms; Gaussian noise; Gaussian processes; Narrowband; Noise shaping; Random variables; Shape;
Journal_Title :
Instrumentation and Measurement, IEEE Transactions on