Gaussian Signals, Covariance Matrices, and Sample Path Properties

Wojbor A. Woyczyński ()
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Wojbor A. Woyczyński: Case Western Reserve University, Department of Statistics and Center for Stochastic and Chaotic Processes in Sciences and Technology

Chapter Chapter 8 in A First Course in Statistics for Signal Analysis, 2011, pp 175-191 from Springer

Abstract: Abstract In general, determining the shape of the sample paths of a random signal X(t) requires knowledge of n-D (or, in the terminology of signal processing, n-point) probabilities $$P\left(a_{1}

Keywords: Covariance Matrice; Sample Path; Random Quantity; Random Signal; Autocovariance Function (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/978-0-8176-8101-2_8

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