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- From: ibe1109@draper.com (Ira Ekhaus)
- Newsgroups: sci.math.stat
- Subject: statistics of functions of a random process.
- Message-ID: <IBE1109.93Jan6175331@etbsun1.draper.com>
- Date: 6 Jan 93 22:53:31 GMT
- Sender: nntp@draper.com (NNTP Master)
- Organization: Draper Laboratory, Inc., Cambridge, MA
- Lines: 21
- Nntp-Posting-Host: etbsun1.draper.com
-
- hello,
-
- I'm looking into the statistics of functions of a process.
- Specifically a low pass system response of an electro mechanical
- system h(t+z), where z is the random variable.
-
- In the engineering text books I've been reviewing (mea culpa),
- the standard correlation functions
- focus on the moments of a random process at deterministic offsets.
- ie the mean
- m(z) == <x(t)x'(t+z)>
- x a random process, and z a delay parameter.
-
- There is a lot of imposed structure on this system response function:
- Limited bandwidth, conjugate symmetry, exponential decay,
- that I'd like to exploit.
-
- I'd appreciate any references or applications where this
- type of analysis is done.
-
- ira
-