Probability functional of a vector non-Gaussian Markov process and its communication application (Q5952963)
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scientific article; zbMATH DE number 1690629
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English | Probability functional of a vector non-Gaussian Markov process and its communication application |
scientific article; zbMATH DE number 1690629 |
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Probability functional of a vector non-Gaussian Markov process and its communication application (English)
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24 August 2002
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A vector process with an arbitrary probability density function is presented as a solution to a system of nonlinear stochastic differential equations. Such a generative approach provides an opportunity to describe the process explicitly with the help of its probability functional without having to solve the corresponding vector Fokker-Planck equation. Direct synthesis of an optimal signals' detection algorithm for communication channels with additive non-Gaussian correlated interference is considered as an example of the probability functional application.
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probability functional
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nonlinear stochastic differential equation
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additive non-Gaussian noise
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detection algorithm
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