A Unified Formulation of Gaussian Versus Sparse Stochastic Processes—Part I: Continuous-Domain Theory
نویسندگان
چکیده
منابع مشابه
A Unified Formulation of Gaussian Versus Sparse Stochastic Processes - Part I: Continuous-Domain Theory
We introduce a general distributional framework that results in a unifying description and characterization of a rich variety of continuous-time stochastic processes. The cornerstone of our approach is an innovation model that is driven by some generalized white noise process, which may be Gaussian or not (e.g., Laplace, impulsive Poisson, or alpha stable). This allows for a conceptual decoupli...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2014
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2014.2298453