The analysis of discrete-time two-valued processes is often addressed assuming they have at most the memory of one step in the past. We here relax this assumption and propose a generator of antipodal stochastic processes which relies on a linear probability feedback that implies a memory equal to that of the feedback filter. For such a scheme an explicit spectrum formula is derived as well as a synthesis procedure going from a special type of spectrum specification to feedback filter design.
Linear probability feedback processes
MAZZINI, Gianluca;SETTI, Gianluca;
2008
Abstract
The analysis of discrete-time two-valued processes is often addressed assuming they have at most the memory of one step in the past. We here relax this assumption and propose a generator of antipodal stochastic processes which relies on a linear probability feedback that implies a memory equal to that of the feedback filter. For such a scheme an explicit spectrum formula is derived as well as a synthesis procedure going from a special type of spectrum specification to feedback filter design.File in questo prodotto:
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