Accession Number:

ADA179221

Title:

Random Filters Which Preserve the Stability of Random Inputs.

Descriptive Note:

Technical rept.,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s):

Report Date:

1986-09-01

Pagination or Media Count:

34.0

Abstract:

A stationary stable random process goes through an independently distributed random linear filter. It is shown that when the input is Gaussian or harmonizable stable, then the output is also stable provided the filters transfer function has nonrandom gain. In contrast, when the input is a non-Gaussian stable moving average, then the output is stable provided the filters randomness is due only to a random global sign and time shift. Keywords stochastic processes.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE