Accession Number : AD0604041

Title :   WIDE-SENSE MARKOFF SEQUENCES AND RECURSIVE FILTERING,

Corporate Author : POLYTECHNIC INST OF BROOKLYN N Y MICROWAVE RESEARCH INST

Personal Author(s) : Papoulis,A.

Report Date : 25 JUN 1964

Pagination or Media Count : 14

Abstract : In the introductory section of the paper, the orthogonality principle for random variables is stated and proved. This principle is the basis of all linear mean square estimations. In the second section, a number of basic properties of wide-sense Markoff sequences is given. It is finally shown that recursive filtering is an immediate consequence of the orthogonality principle. (Author)

Descriptors :   (*SEQUENCES(MATHEMATICS), MATHEMATICAL PREDICTION), STOCHASTIC PROCESSES, DIFFERENCE EQUATIONS, NOISE, SIGNALS

Distribution Statement : APPROVED FOR PUBLIC RELEASE