Title :
Synthesis of the general linear stationary stochastic process
Author :
De Freitas, J.M. ; Player, M.A.
Author_Institution :
Dept. of Eng., Aberdeen Univ., UK
fDate :
6/1/1993 12:00:00 AM
Abstract :
The synthesis of general linear stationary stochastic processes is analysed from the perspective of an infinite series expansion. By introducing the upper bound for the impulse response function of the process, one is able to deduce bounds for the variance of the general linear process and so obtain a criterion for truncation of the infinite series
Keywords :
spectral analysis; stochastic processes; time series; transient response; general linear stationary stochastic processes; impulse response function; infinite series expansion; synthesis; truncation;
Journal_Title :
Radar and Signal Processing, IEE Proceedings F
