Series expansion of wide-sense stationary random processes
نویسندگان
چکیده
Absfracf-This paper presents a general approach to the derivation of series expansions of second-order wide-sense stationary mean-square continuous random process valid over an infinite-time interval. The coefficients of the expansion are orthogonal and convergence is in the mean-square sense. The method of derivation is based on the integral representation of such processes. It covers both the periodic and the aperiodic cases. A constructive procedure is presented to obtain an explicit expansion for a given spectral distribution.
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ورودعنوان ژورنال:
- IEEE Trans. Information Theory
دوره 14 شماره
صفحات -
تاریخ انتشار 1968