Accession Number : AD0721451
Title : On the Applications of Random Signals with Multiplicity One.
Descriptive Note : Scientific interim rept.,
Corporate Author : PRINCETON UNIV N J DEPT OF ELECTRICAL ENGINEERING
Personal Author(s) : Ephremides,Anthony ; Thomas,John B.
Report Date : 1970
Pagination or Media Count : 11
Abstract : In a number of applications of random signal theory, it is necessary to consider random processes with multiplicity one. Such processes possess the property that they may be 'prewhitened' by a linear, causal, invertible filter. After presenting some background on the notion of multiplicity, this paper considers two important applications: (1) The modeling of stochastic signals by linear systems, and (2) the prewhitening approach to linear least-mean-square estimation. (Author)
Descriptors : (*INFORMATION THEORY, *STOCHASTIC PROCESSES), LINEAR SYSTEMS, MATHEMATICAL MODELS, CONTROL SYSTEMS, MEASURE THEORY, THEOREMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE