DocumentCode :
938016
Title :
The axis-crossing intervals of random functions
Author :
McFadden, J.A.
Volume :
2
Issue :
4
fYear :
1956
fDate :
12/1/1956 12:00:00 AM
Firstpage :
146
Lastpage :
150
Abstract :
For an arbitrary random processxi(t)there exists a functionx(t)which may be obtained by infinite clipping. The axis crossings ofx(t)are identical with those ofxi(t). This paper relates the probability densityP(tau)of axis-crossing intervals togamma(tau), the autocorrelation function ofx(t), i.e., the autocorrelation after clipping. It is shown that the expected number of zeros per unit time is proportional togamma prime (0+), i.e., the right-hand derivative ofgamma (tau)attau = 0. Next a theorem is proved, stating thatP(tau) = 0over a finite range0 leq tau < Tif and only ifgamma(tau)is linear inmid tau midover the corresponding range ofmid tau mid. Ifgamma (tau)is nearly linear for smalltau, then the initial behavior ofP(tau)is likegamma prime prime (tau). These results are illustrated by some simple, random square-wave models and by a comparison with Rice´s results for Gaussian noise.
Keywords :
Level-crossing problems; Stochastic processes; Autocorrelation; Bibliographies; Gaussian noise; Impedance; Information theory; Interpolation; Mathematics; Physics; Publishing; Random processes; Sampling methods;
fLanguage :
English
Journal_Title :
Information Theory, IRE Transactions on
Publisher :
ieee
ISSN :
0096-1000
Type :
jour
DOI :
10.1109/TIT.1956.1056822
Filename :
1056822
Link To Document :
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