E Jakeman and K D Ridley 1999 J. Phys. A: Math. Gen. 32 8803 doi:10.1088/0305-4470/32/50/303
Statistics of a filtered telegraph signal
E Jakeman
and K D Ridley
Equations are derived which describe the time evolution of the probability density and corresponding characteristic function of a telegraph signal which has passed through a detuned Lorentzian filter. A closed form expression for the characteristic function is obtained for the tuned case and the predicted joint statistics and correlation properties are reviewed in the context of earlier results. Low-order correlation properties for the more general detuned case are calculated. It is shown that the stationary single interval statistics can be generated by a random phasor moving in a space of fractional dimensions and that a simple transform of variable leads to distributions which are stable in this space.
- PACS
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84.40.Ua Telecommunications: signal transmission and processing; communication satellites
- MSC
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60G35 Applications (signal detection, filtering, etc.) (See also 62M20, 93E10, 93E11, 94Axx)
91A28 Signaling, communication
94A12 Signal theory (characterization, reconstruction, etc.)
- Subjects
- Dates
-
Issue 50 (17 December 1999)
Received 10 May 1999
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Statistics of a filtered telegraph signal
E Jakeman and K D Ridley 1999 J. Phys. A: Math. Gen. 32 8803
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