On filtered binary processes

DOI10.1109/TIT.1986.1057138MaRDI QIDQ3713258zbMATH OpenOpenAlexFDO

Authors R. F. Pawula, Stephen Rice

Publication date 1986

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.1986.1057138

zbMATH Keywords

Fokker-Planck equationmatrix approximation methodrenewal process

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Filtering in stochastic control theory (93E11)

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Cited in

(13)

• Statistical analysis of linear dynamic systems driven by the binary Markovian noise on the basis of the kinetic equations for non-Markovian stochastic processes
• A Fokker-Planck control framework for stochastic systems
• Dubins-Freedman processes and RC filters
• A case of a random difference equation connected with a filtered binary process
• Hermite approximation of a hyperbolic Fokker-Planck optimality system to control a piecewise-deterministic process
• A new technique for calculating fourier integrals based on the poisson summation formula
• Distribution of the filtered output of a quadratic rectifier computed by numerical contour integration
• Asymptotic stability of solutions to Volterra-renewal integral equations with space maps
• On a nonlinear problem involving<tex>RC</tex>noise
• A new technique for calculating fourier integrals based on the poisson summation formula
• Binary detection and rectangular hysteresis operators
• Gene expression dynamics in randomly varying environments
• Numerical treatment of a Volterra integral equation with space maps

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