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spectral representation

spectral representation

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Published by Saurabh Shukla
stochastic process
stochastic process

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Published by: Saurabh Shukla on Jan 12, 2013
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01/12/2013

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SPECTRALREPRESENTATION
By- Saurabh ShuklaR.No-ICE2012005M.Tech
 
TOPICS COVERED SO FAR
1.Factorization and Innovations2.Finite Order System and Variables1.Series representation of Stochastic Process2.Spectral representation of Random Process
TOPICS TO BE COVERED
 
1. SERIES REPRESENTATION OFSTOCHASTIC PROCESS
a)Fourier seriesb)Mean Square Periodicityc)Representation of ACF in Fourier seriesd)Fourier series representation of periodic stochasticprocesse)Karhunen-Loeve expansion

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