DocumentCode
918411
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
Volume
140
Issue
3
fYear
1993
fDate
6/1/1993 12:00:00 AM
Firstpage
187
Lastpage
190
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;
fLanguage
English
Journal_Title
Radar and Signal Processing, IEE Proceedings F
Publisher
iet
ISSN
0956-375X
Type
jour
Filename
221296
Link To Document