Applications of random process excursion analysis / Irina S. Brainina, Povolzhye State University of Telecommunications and Informatics (PSUTI), Russia ; translated by Dmitri Arch.

Format:

Book

Author/Creator:

Brainina, Irina S.

Contributor:

Arch, Dmitri, translator.

Series:

Elsevier insights.

Elsevier insights Applications of random process excursion analysis

Language:

English

Subjects (All):

Signal processing--Statistical methods.

Signal processing.

Physical Description:

1 online resource (xvii, 237 pages) : illustrations.

Edition:

1st edition

Place of Publication:

Boston, Mass. : Elsevier, 2013

London : Elsevier, 2013.

Language Note:

English

System Details:

text file

Summary:

This book addresses one of the key problems in signal processing, the problem of identifying statistical properties of excursions in a random process in order to simplify the theoretical analysis and make it suitable for engineering applications. Precise and approximate formulas are explained, which are relatively simple and can be used for engineering applications such as the design of devices which can overcome the high initial uncertainty of the self-training period. The information presented in the monograph can be used to implement adaptive signal processing devices capable of d

Contents:

Front Cover; Applications of Random Process Excursion Analysis; Copyright Page; Contents; Preface; Introduction; 1 Probability Characteristics of Random Processes; 1.1 A Historical Sketch of Methods Applied for Studying Parameters of Excursions in Broadband Random Processes; 1.2 The Use of Excursion Statistics for Practical Purposes; 2 Study of Informative Parameters of Excursions in Stationary Random Processes; 2.1 Relation Between Two Variances: That of the Number of Level Crossings and That of the Number of Excursions in an Interv...; 2.2 Distribution of Time to the First Zero Crossing

2.3 Distribution of Time to the First Moment When Zero Level Is Crossed in a Given Direction3 Estimation of Distribution Densities of Excursion Durations for Random Stationary Broadband Signals; 3.1 Estimation of Distribution Density of Zero-Crossing Intervals for Random Processes Symmetrical About Zero; 3.2 One Way to Increase the Accuracy of the First Approximation for the Distribution Density of Level-Crossing Time Interva...; 3.3 Methods of Calculating Level-Crossing Parameters for Certain Classes of Non-Gaussian Stationary Random Processes

4 Estimating Certain Informative Parameters of Random Process Excursions Above a Given Level4.1 Estimating the Variance in Duration of Intervals Between Successive Excursions Above a Given Level in a Stationary Rand...; 4.2 Estimating Exponential Tail Parameters for Distribution of Excursions in Stationary Random Processes; 4.3 A Study into the Relation Between the Relative Root-Mean-Square Error of Measurement of the Cumulative Distribution Fun...; 5 Using a Family of Correlation Functions of a Clipped Random Process to Increase the Accuracy of Level-Crossing Parameters...

5.1 One Method for Calculating Parameters of Zero Crossings in Broadband Centered Random Processes5.1.1 Conclusions; 5.2 One Method for Calculating Parameters of Crossing a Given Standardized Threshold Level by a Random Process; 5.3 Estimating the Distribution of Values for the Total Duration of Two or More Successive Excursions of a Random Process A...; 5.3.1 Conclusions; 6 Estimates Obtained Through the Study of Certain Less-Known Parameters of Excursions in Differentiable Random Processes

6.1 Distribution Density of Time Before the Next Point Where the Set Upper or Lower Boundary Is Reached by a Differentiable...6.2 On the Distribution of Random Process Excursion Areas for Excursions Above a Given Level; 7 Design Methodology of Adaptable Analyzers Used to Measure the Parameters of Excursions in Stationary Random Processes; 7.1 Principal Features of Random Process Parameter Analyzers; 7.2 The Analyzer of Duration Values Distribution Density for Above-Threshold Excursions in Random Processes

7.3 Adaptable Analyzer of Interval Length Distribution for Intervals During Which a Random Signal Remains Within or Goes Be...

Notes:

Description based upon print version of record

Includes bibliographical references

ISBN:

9780128103135

0128103132

9780124104693

012410469X

OCLC:

853240816