The synthesis of general linear stationary stochastic processes in analysed from the perspective of an infinite series expansion.By introducing the upper bound for the impulse response function of the process,one is able to deduce bounds for the variance of general liner process and so obtain a criterion for truncation of the infinite series.
|Number of pages||4|
|Journal||IEE Proceedings, Part F: Radar and Signal Processing|
|Publication status||Published - 1 Jan 1993|
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