A Markoff envelope process
- 1 December 1958
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IRE Transactions on Information Theory
- Vol. 4 (4) , 163-166
- https://doi.org/10.1109/iretit.1958.6741951
Abstract
It is shown that the envelope of a narrow-band Gaussian noise constitutes a first-order Markoff process if the power spectrum of the noise is the same as would be obtained from a singly tuned RLC filter with white noise at the input.Keywords
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