Second-Order Processes

  • Petar Todorovic
Part of the Springer Series in Statistics book series (SSS)

Abstract

There exists a large class of engineering and physics problems whose solutions require only the knowledge of the first two moments and some very general properties of a second-order random process (see Definition 1.5.8). This chapter is concerned with some key properties of complex-valued second-order random processes.

Keywords

Manifold Covariance 

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References

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Copyright information

© The Applied Probability Trust 1992

Authors and Affiliations

  • Petar Todorovic
    • 1
  1. 1.Department of Statistics and Applied ProbabilityUniversity of California—Santa BarbaraSanta BarbaraUSA

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