- All Journals
- Al-Qadisiyah University
- Basrah University
- Kirkuk University
- Mosul University
- The Iraqi Borad for Medical Specialization
- University of Anbar
- University of Technology
- Al Mustafa University
- Al-Zahraa University for Women
- Alnoor University
- Kunooz University
- Misan University
- Ninevah University
- Tikrit University
- University of Al-Hamdaniya
- University of Kerbala
Linear Filtering of the Sum of Two Known Stochastic Processes | ||
| Diyala Journal For Pure Science | ||
| Article 1, Volume 13, Issue 2, 2017, Pages 116-131 | ||
| Author | ||
| Sayran Hmza Raheem | ||
| Abstract | ||
| The linear filtering got the great attention of statisticians and applied mathematician; therefore the present study aims at finding the linear filtering of stationary stochastic process and that is when we know the values of the sum of two stochastic processes at all moments of the time and when t≥0, and this requires us to know the spectral density function f_XX (λ) for the stochastic processes. In this paper, we opted to take two cases after giving the necessary definitions for all important terms and finding the spectral density function for each stochastic processes (Poisson process and Wide Sense Markov process) ; in the first case we supposed that both of the stochastic processes are stationary Poisson processes and after finding the linear filtering we compute the mean square filtering error ;and in second case we suppose one of the stochastic process is Poisson process and the other is wide sense Markov process also in this case we find the mean square filtering error . | ||
| Keywords | ||
| linear Filtering; stochastic Process; Wide Sense; stationary Markov process | ||
|
Statistics Article View: 142 PDF Download: 35 |
||