Stochastic signal analysis: Numerical representation and applications to system theory

DOI10.1002/ASM.3150070109zbMATH Open0800.60015OpenAlexW1970833552MaRDI QIDQ4299581

Mariano J. Valderrama

Publication date: 4 July 1994

Published in: Applied Stochastic Models and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asm.3150070109

zbMATH Keywords

Ornstein-Uhlenbeck processKarhunen-Loève decompositionRayleigh-Ritz algorithmtime- rescaling

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• Unnamed Item
• On the Karhunen-Loeve expansion for transformed processes
• Data analysis for numerical and categorical individual time-series
• Representation of stationary Gaussian processes on a finite interval (Corresp.)

This page was built for publication: Stochastic signal analysis: Numerical representation and applications to system theory