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Generating of continuous random processes. (Czech. English summary) Zbl 0165.20403

From the English summary: This report deals with one of the possibilities of generating a continuous random process and further of determining in a new and economical manner their correlation function. The second part of this paper describes a new instrument “active filter” which realizes the requested transformation on the primary input random signal.
The primary random signal (white noise with a limited bandwidth, random telegraphical signal or pseudotelegraphical signal) is fed to the input of an active lowfrequency filter with lumped parameters. By a suitable choice of the pass-band of the filter with regard to the frequency-band of the primary random signal, we obtain a random process at the output, which may be regarded as a Gaussian process.

MSC:

60G35 Signal detection and filtering (aspects of stochastic processes)
93E11 Filtering in stochastic control theory
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References:

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