Stochastic signal analysis: Numerical representation and applications to system theory

Mariano J. Valderrama

Applied Stochastic Models and Data Analysis, 1991, vol. 7, issue 1, 93-106

Abstract: Alternative procedures for representing a stochastic signal as a denumerable series with uncorrelated terms are developed. The study includes considerations about parametric rescaling and its repercussions on the orthogonal expansion, as well as numerical techniques for approaching such an expansion. In addition, applications to the Gaussian characterization of stochastic signals, filtering and stochastic modelling are treated.

Date: 1991
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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:7:y:1991:i:1:p:93-106

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