Applications of random process excursion analysis
This book addresses one of the key problems in signal processing, the problem of identifying statistical properties of excursions in a random process in order to simplify the theoretical analysis and make it suitable for engineering applications. Precise and approximate formulas are explained, which...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Boston, Mass. :
Elsevier
2013
London : 2013. |
| Edición: | 1st edition |
| Colección: | Elsevier insights.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628338506719 |
Tabla de Contenidos:
- Front Cover; Applications of Random Process Excursion Analysis; Copyright Page; Contents; Preface; Introduction; 1 Probability Characteristics of Random Processes; 1.1 A Historical Sketch of Methods Applied for Studying Parameters of Excursions in Broadband Random Processes; 1.2 The Use of Excursion Statistics for Practical Purposes; 2 Study of Informative Parameters of Excursions in Stationary Random Processes; 2.1 Relation Between Two Variances: That of the Number of Level Crossings and That of the Number of Excursions in an Interv...; 2.2 Distribution of Time to the First Zero Crossing
- 2.3 Distribution of Time to the First Moment When Zero Level Is Crossed in a Given Direction3 Estimation of Distribution Densities of Excursion Durations for Random Stationary Broadband Signals; 3.1 Estimation of Distribution Density of Zero-Crossing Intervals for Random Processes Symmetrical About Zero; 3.2 One Way to Increase the Accuracy of the First Approximation for the Distribution Density of Level-Crossing Time Interva...; 3.3 Methods of Calculating Level-Crossing Parameters for Certain Classes of Non-Gaussian Stationary Random Processes
- 4 Estimating Certain Informative Parameters of Random Process Excursions Above a Given Level4.1 Estimating the Variance in Duration of Intervals Between Successive Excursions Above a Given Level in a Stationary Rand...; 4.2 Estimating Exponential Tail Parameters for Distribution of Excursions in Stationary Random Processes; 4.3 A Study into the Relation Between the Relative Root-Mean-Square Error of Measurement of the Cumulative Distribution Fun...; 5 Using a Family of Correlation Functions of a Clipped Random Process to Increase the Accuracy of Level-Crossing Parameters...
- 5.1 One Method for Calculating Parameters of Zero Crossings in Broadband Centered Random Processes5.1.1 Conclusions; 5.2 One Method for Calculating Parameters of Crossing a Given Standardized Threshold Level by a Random Process; 5.3 Estimating the Distribution of Values for the Total Duration of Two or More Successive Excursions of a Random Process A...; 5.3.1 Conclusions; 6 Estimates Obtained Through the Study of Certain Less-Known Parameters of Excursions in Differentiable Random Processes
- 6.1 Distribution Density of Time Before the Next Point Where the Set Upper or Lower Boundary Is Reached by a Differentiable...6.2 On the Distribution of Random Process Excursion Areas for Excursions Above a Given Level; 7 Design Methodology of Adaptable Analyzers Used to Measure the Parameters of Excursions in Stationary Random Processes; 7.1 Principal Features of Random Process Parameter Analyzers; 7.2 The Analyzer of Duration Values Distribution Density for Above-Threshold Excursions in Random Processes
- 7.3 Adaptable Analyzer of Interval Length Distribution for Intervals During Which a Random Signal Remains Within or Goes Be...
