Probability functional of a vector non-Gaussian Markov process and its communication application

DOI10.1016/S0016-0032(00)00042-9MaRDI QIDQ5952963zbMATH OpenOpenAlexFDO

Authors V. Lyandres, S. Primak

Publication date 24 August 2002

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0016-0032(00)00042-9

zbMATH Keywords

additive non-Gaussian noisedetection algorithmnonlinear stochastic differential equationprobability functional

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

Review text

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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• Non-Gaussian noise models in signal processing for telecommunications: new methods an results for class A and class B noise models
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Cited in

(3)

• Strongly nonlinear stochastic processes in physics and the life sciences
• Non‐Gaussian Statistical Communication Theory
• Dynamic systems with random structure: An approach to the generation of nonstationary stochastic processes

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