Representation of random processes using the finite Karhunen-Loève expansion
نویسندگان
چکیده
منابع مشابه
Gaussian Processes : Karhunen - Loève Expansion , Small Ball
In this dissertation, we study the Karhunen-Loève (KL) expansion and the exact L small ball probability for Gaussian processes. The exact L small ball probability is connected to the Laplace transform of the Gaussian process via Sytaja Tauberian theorem. Using this technique, we solved the problem of finding the exact L small ball estimates for the Slepian process S(t) defined as S(t) = W (t+a)...
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ژورنال
عنوان ژورنال: Information and Control
سال: 1970
ISSN: 0019-9958
DOI: 10.1016/s0019-9958(70)80043-2