The linear random process

1 January 1968

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE

Vol. 56 (10) , 1696-1703
https://doi.org/10.1109/PROC.1968.6704

Abstract

A survey of the theory and applications of the class of random processes is presented. Topics discussed include the law of large numbers, covariance estimation, and the relationship of linear to normal processes. Various applications of the linear process to problems of communication theory are considered. These include prediction, signal extraction, and detection, using the linear process as a model for the signal or noise. Several exmples illustrating certain aspects of linear processes are given.

Keywords

RANDOM PROCESSES
RANDOM VARIABLES
NONLINEAR FILTERS
DISTRIBUTION FUNCTIONS
MAXIMUM LIKELIHOOD DETECTION
INFORMATION FILTERING
INFORMATION FILTERS
POISSON EQUATIONS
NASA

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