Title :
Some comments on conditionally Markov and reciprocal Gaussian processes (Corresp.)
Author :
Abrahams, Julia ; Thomas, John B.
fDate :
7/1/1981 12:00:00 AM
Abstract :
Mehr and McFadden´s conditionally Markov processes and Jamison´s reciprocal processes are two independent extensions of Slepian´s work on a particular stationary Gaussian process. The relationship between them and their relationship with Gauss-Markov processes are discussed.
Keywords :
Markov processes; Autocorrelation; Equations; Gaussian processes; Markov processes;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1981.1056361
