Generation and Analysis of Non-Gaussian Markov Time Series

IEEE Transactions on Signal Processing

Volumn 40, Issue 4, 1992, Pages 845-856

  RptUp, David D ^b   Johnsoi, H Don ^a  

^a RICE UNIVERSITY   (United States)

^b General Electric Medical Systems   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL STATISTICS - MONTE CARLO METHODS; MATHEMATICAL TECHNIQUES - EIGENVALUES AND EIGENFUNCTIONS; PROBABILITY - RANDOM PROCESSES; SIGNAL FILTERING AND PREDICTION;

FILTERED WHITE NOISE; LINEAR AUTOREGRESSIVE MODEL; LINEAR PREDICTION ALGORITHMS; MARKOV RANDOM SEQUENCES; NON-GAUSSIAN MARKOV PROCESSES;

STATISTICAL METHODS;

EID: 0026843231     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.127957     Document Type: Article

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