Accession Number:

AD0692702

Title:

CHARACTERIZATIONS OF GAUSSIAN RANDOM PROCESSES BY REPRESENTATIONS IN TERMS OF INDEPENDENT RANDOM VARIABLES,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

Report Date:

1969-08-01

Pagination or Media Count:

44.0

Abstract:

The report contains an investigation of certain classes of random processes having the same covariance function and some linear representations of those processes. The study considers various Gaussian and non-Gaussian models of random noise and shows that some of the most useful properties of the Gaussian model are not shared by physically reasonable non-Gaussian models. It is possible to define certain non-Gaussian processes as sums of a random number of random pulses. Necessary and sufficient conditions for the independence of linear functionals of these processes are obtained. Author

Subject Categories:

  • Cybernetics
  • Active and Passive Radar Detection and Equipment

Distribution Statement:

APPROVED FOR PUBLIC RELEASE