Accession Number:

ADA003732

Title:

On Higher-Order Spectral Moments and the Normality of Random Processes: Application to Linear and Nonlinear Transformations,

Descriptive Note:

Corporate Author:

PRINCETON UNIV N J DEPT OF ELECTRICAL ENGINEERING

Personal Author(s):

Report Date:

1973-10-01

Pagination or Media Count:

12.0

Abstract:

The authors apply the theory of higher-order spectral moments to the problem of narrow-band filtering of random processes. The authors prove that the output converges to a Gaussian process. The authors pay particular attention to the rate of convergence and to methods to increase this rate. It is shown that band-pass filters are better behaved in this respect than low-pass filters of equal bandwidth. For a large class of processes it is shown that memoryless nonlinear transformations spread the output spectrum. In particular, this is true for Gaussian processes.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE