Determination of the characteristic function of discrete-time conditional linear random process and its application

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Published: 21-03-2023
DOI: https://doi.org/10.33108/visnyk_tntu2023.01.016
Keywords:
mathematical model, information signal, conditional linear random process, characteristic function, strict sense stationary process

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Mykhailo Fryz
Ternopil Ivan Puluj National Technical University
Bogdana Mlynk
Ternopil Ivan Puluj National Technical University

Abstract

The discrete-time conditional linear random process is defined, and its properties in the context of application for mathematical modelling of information signals in energy and medicine are analyzed. The relation to the continuous-time counterpart is considered on the basis of time sampling and aggregation. One-dimensional and multidimensional characteristic functions of discrete-time conditional linear random process are obtained using conditional characteristic function approach. The conditions for the investigated model to be strict sense stationary are justified.

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Vol. 109 No. 1 (2023)

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Articles
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This work is licensed under a Creative Commons Attribution 4.0 International License.

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