Approximation of correlation function and power spectral density with Sonin-Laguerre orthogonal functions
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approximationcorrelation functionFourier transformationpower spectrum densityrandom processSonin-Laguerre orthogonal basis
Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)
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