Estimate of the correlation function and power spectrum of a Gaussian random process for measurements at random instants of time

被引：0

作者：

机构：

来源：

Telecommun Radio Eng | / 1卷 / 64-73期

关键词：

Calculations - Estimation - Mathematical models - Numerical methods - Random processes - Spectrum analysis;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Estimates of the power spectrum and correlation function of a Gaussian random process in the form of a series expansion in terms of an orthonormalized system of functions when the measurement times form a recursive stream of events are proposed and investigated.

引用

共 50 条

[21] MEASURING THE CORRELATION FUNCTION OF A RANDOM PROCESS.
Popov, D.I.
Automatic Control and Computer Sciences, 1974, 8 (01): : 88 - 90
[22] THE BIAS OF AN ESTIMATE OF THE CORRELATION-FUNCTION FOR CERTAIN RANDOM SIGNALS
SEDYAKIN, VP
KATSARI, KK
LINNIK, VN
TELECOMMUNICATIONS AND RADIO ENGINEERING, 1986, 40-1 (05) : 124 - 126
[23] Spline approximation for correlation function with measurements at random times
Idrisov F.F.
Russian Physics Journal, 1997, 40 (4) : 338 - 343
[24] Gaussian Process Random Fields
Moore, David A.
Russell, Stuart J.
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 28 (NIPS 2015), 2015, 28
[25] Wegner estimate for Gaussian random magnetic fields
Ueki, Naomasa
JOURNAL OF FUNCTIONAL ANALYSIS, 2012, 263 (07) : 2024 - 2050
[26] CORRELATION FUNCTION + POWER SPECTRUM OF TRAIN OF NOINDEPENDENT OVERLAPPING PULSES HAVING RANDOM SHAPE + AMPLITUDE
MAZZETTI, P
NUOVO CIMENTO, 1964, 31 (01): : 88 - +
[27] The random weighting estimate of quantile process
Gao, SS
Zhang, ZL
Yang, B
INFORMATION SCIENCES, 2004, 164 (1-4) : 139 - 146
[28] Phase Modulation by a Gaussian Random Process-The Power Spectral Density
Alnajjar, Khawla A. N.
Kalet, Irving
2011 IEEE INTERNATIONAL CONFERENCE ON MICROWAVES, COMMUNICATIONS, ANTENNAS AND ELECTRONIC SYSTEMS (COMCAS 2011), 2011,
[29] DEFORMATION OF POWER SPECTRUM OF A RANDOM FUNCTION DURING FREQUENCY TRANSLATION
VOLEJNIK, W
ARCHIV FUR ELEKTRONIK UND UBERTRAGUNGSTECHNIK, 1972, 26 (12): : 525 - &
[30] Random process in a homogeneous Gaussian field
Alkhimov V.I.
Journal of Mathematical Sciences, 2010, 167 (6) : 727 - 740

← 1 2 3 4 5 →