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Telecommunications and Radio Engineering
SJR: 0.202 SNIP: 0.2 CiteScore™: 0.23

ISSN Imprimir: 0040-2508
ISSN On-line: 1943-6009

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Telecommunications and Radio Engineering

DOI: 10.1615/TelecomRadEng.v56.i6-7.110
14 pages

Statistical Analysis of Linear Filters Driven By Non-White Noise

Vladimir A. Kazakov
Ruben P. Hernandez
Telecommunications engineering from National Polytechnic Institute of Mexico in 2000

RESUMO

The problem of the statistical analysis of the multidimensional linear filters is considered on the basis of kinetic equations for the non-Markovian stochastic processes. The kinetic coefficients are calculated using the convolution integral instead of the system of differential equations. The advantage of this method is a reduction of the dimension of the problem. Two examples are given and some results of a statistical simulation are presented when the input is the binary Markovian process.


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