Modeling of random processes based on Karhunen-Loeve decomposition
The problem of digital modeling of random processes with given either correlation function or spectral density of the process is considered. These functions of a random process are interconnected by the Wiener–Khinchin theorem. The solution of one function can be used to solve another. The develop...
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| Format: | Article |
| Language: | English |
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Saint Petersburg National Research University of Information Technologies, Mechanics and Optics (ITMO University)
2022-08-01
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| Series: | Naučno-tehničeskij Vestnik Informacionnyh Tehnologij, Mehaniki i Optiki |
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| Online Access: | https://ntv.ifmo.ru/file/article/21368.pdf |