Stochastic signal analysis: Numerical representation and applications to system theory (Q4299581)

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scientific article; zbMATH DE number 600240
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Stochastic signal analysis: Numerical representation and applications to system theory
scientific article; zbMATH DE number 600240

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    Stochastic signal analysis: Numerical representation and applications to system theory (English)
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    4 July 1994
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    Karhunen-Loève decomposition
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    Ornstein-Uhlenbeck process
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    time- rescaling
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    Rayleigh-Ritz algorithm
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