Accession Number:

AD0256737

Title:

COMPUTATION IN THE PRESENCE OF NOISE

Descriptive Note:

Corporate Author:

COLUMBIA UNIV NEW YORK SCHOOL OF ENGINEERING AND APPLIED SCIENCE

Personal Author(s):

Report Date:

1961-04-01

Pagination or Media Count:

1.0

Abstract:

Two approximate methods are presented for analyzing the effect of noise on computer solutions of differential equations. The computers operation is assumed to be governed by a difference equation the input message is a sumed to be an additive mixture of a random signal and the undesired noise. It is shown that a bound may be placed on the effect of this additive noise and, because this bound satisfies a linear timeinvariant difference equation, the stochastic properties of this bound are easily found. The alternate method considers the noise as a small random perturbation of the signal. A linear, time-varying difference equation with random parameters describing the effect of the noise is then obtained. It is shown that both techniques require less computational labor and information about the random properties of the signal and oise than do conventional methods. Author

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE