Two-Dimensional Sampling-Recovery Algorithm of a Realization of Gaussian Processes on the Input and Output of Linear Systems
Based on the application of the conditional mean rule, a sampling-recovery algorithm is studied for a Gaussian two-dimensional process. The components of such a process are the input and output processes of an arbitrary linear system, which are characterized by their statistical relationships. Reali...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-09-01
|
| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/22/10/1079 |