Transition Probability Densities of the Smoothed Random Telegraph Signal†
- 1 April 1959
- journal article
- control section
- Published by Taylor & Francis in Journal of Electronics and Control
- Vol. 6 (4) , 376-384
- https://doi.org/10.1080/00207215908937166
Abstract
In a previous paper (Wonham and Fuller 1958) the steady-state probability density of output was derived for a low-pass JRC filter driven by a random telegraph signal. In the present paper the earlier result is extended by the derivation of the transition probability functions of the associated Markov process.Keywords
This publication has 3 references indexed in Scilit:
- Probability Densities of the Smoothed ‘ Random Telegraph Signal ’†Journal of Electronics and Control, 1958
- ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATIONThe Quarterly Journal of Mechanics and Applied Mathematics, 1951
- Mathematical Analysis of Random NoiseBell System Technical Journal, 1944