Accession Number : AD0780585

Title :   Bandlimited Processes and Certain Nonlinear Transformations.

Descriptive Note : Interim rept.,

Corporate Author : NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS

Personal Author(s) : Masry,Elias ; Cambanis,Stamatis

Report Date : FEB 1974

Pagination or Media Count : 32

Abstract : The paper considers the problem of the uniqueness and invertibility of a certain class of nonlinear transformations acting on stochastic signals. The transformation consists of an instantaneous nonlinearity followed by a bandlimiting linear system and the input is a bandlimited process in the sense of Zakai. For Gaussian, possibly noisy, inputs and a large class of nonlinear systems it is shown that there is one to one correspondence between the input and the output. As an application some new results on the curve crossings of bandlimited Gaussian processes are derived. Furthermore the sample functions of the input process are reconstructed from, possibly noisy, observations of the output process for a specific class of nonlinearities followed by a variety of linear systems. (Author)

Descriptors :   *Signal processing, *Stochastic processes, Linear systems, Measure theory, Hilbert space, Fourier transformation, Theorems

Subject Categories : Statistics and Probability
      Cybernetics

Distribution Statement : APPROVED FOR PUBLIC RELEASE