Generation of a discrete-time correlated Laplacian process
| Autor: | W.J. Szajnowski |
|---|---|
| Rok vydání: | 2000 |
| Předmět: |
Applied Mathematics
Markov process Ornstein–Uhlenbeck process Time reversibility Gaussian random field Combinatorics symbols.namesake Signal Processing symbols Gaussian function Applied mathematics Electrical and Electronic Engineering Gaussian process Laplace operator Gauss–Markov process Mathematics |
| Zdroj: | IEEE Signal Processing Letters. 7:69-70 |
| ISSN: | 1558-2361 1070-9908 |
| DOI: | 10.1109/97.823529 |
| Popis: | A new method is proposed to generate a discrete-time correlated Laplacian process from four mutually independent, discrete-time Gaussian processes with suitably chosen correlation functions. In contrast to some other known methods, the entire range of correlation coefficients of the resulting Laplacian process can be realized. An example of generating a discrete-time Laplace-Markov process is presented. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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