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Linear filtration of the power of a nonstationary, Gaussian white noise

Abstract

The problem of optimal linear filtration of the dispersion of nonstationary white noise, which depends on the square of a Gaussian random process, is analyzed.

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References

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    S. A. Pottosina and A. F. Terpugov, Izv. Vyssh. Uchebn. Zaved., Fiz., No. 2, 67–72 (1994).

  2. 2.

    H. Cramer and M. Lindbetter, Stationary Random Processes [Russian translation], Nauka, Moscow (1987), 313 pp.

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Additional information

Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 3, pp. 32–36, March, 1995.

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Kalashnikova, T.V., Terpugov, A.F. Linear filtration of the power of a nonstationary, Gaussian white noise. Russ Phys J 38, 246–250 (1995). https://doi.org/10.1007/BF00559467

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Keywords

  • Filtration
  • White Noise
  • Random Process
  • Gaussian White Noise
  • Linear Filtration