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
      Cybernetics

Distribution Statement : APPROVED FOR PUBLIC RELEASE