Output distributions and covariance functions of certain non-linear transformations

• Main Author: Cheng, M.C.
• Format: Article
• Published: Taylor & Francis 1971
• Subjects: QA Mathematics
• Online Access: http://eprints.um.edu.my/24473/; https://doi.org/10.1080/00207177108932006

Three specific non-linear transformations of Gaussian stochastic processes occurring in signal detection and control theory are considered. The Gaussian stochastic processes are not necessarily stationary. The common feature of the transformed stochastic processes is that the determination of their...