Linear filtration of stochastic processes with measurements at random times.

Autor: Pottosina, S., Terpugov, A.
Zdroj: Russian Physics Journal; 1994, Vol. 37 Issue 2, p166-171, 6p
Abstrakt: The problem is considered of the linear filtration of a stationary stochastic process when the moments of measurements form a Poisson stream of events. Two types of linear filters are studied - one with a constant amplitude of impulses and one with an amplitude depending upon the size of the time interval between measurements. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index