On filtered binary processes
- 1 January 1986
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 32 (1) , 63-72
- https://doi.org/10.1109/tit.1986.1057138
Abstract
The problem of calculating the probability density function of the output of anRCfilter driven by a binary random process with intervals generated by an equilibrium renewal process is studied. New integral equations, closely related to McFadden's original integral equations, are derived and solved by a matrix approximation method and by iteration. Transformations of the integral equations into differential equations are investigated and a new closed-form solution is obtained in one special case. Some numerical results that compare the matrix and iteration solutions with both exact solutions and approximate solutions based upon the Fokker-Planck equation are presented.Keywords
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