Cheng, M.C. (1971) Output distributions and covariance functions of certain non-linear transformations. International Journal of Control, 13 (6). pp. 1065-1071. ISSN 0020-7179, DOI https://doi.org/10.1080/00207177108932006.
Full text not available from this repository.Abstract
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 covariance functions depends upon the evaluation of the orthant probability of four Gaussian variates over the respective correlation matrix. A method for evaluating this orthant probability, when the correlation matrix has certain specific forms, has recently been discussed by Cheng (1969). The application of this method yields closed-form expressions, in terms of tabulated functions, for the output probability distributions and covariance functions of the non-linear transformations investigated. © 1970 Taylor & Francis Group, LLC.
| Item Type: | Article |
|---|---|
| Funders: | UNSPECIFIED |
| Uncontrolled Keywords: | Output distributions; covariance functions; non-linear transformations |
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Faculty of Science > Institute of Mathematical Sciences |
| Depositing User: | Mr Jasny Razali |
| Date Deposited: | 24 Mar 2021 03:21 |
| Last Modified: | 24 Mar 2021 03:21 |
| URI: | http://eprints.um.edu.my/id/eprint/24473 |
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