Probability functional of a vector non-Gaussian Markov process and its communication application

V. Lyandres, S. Primak

Research output: Contribution to journalArticlepeer-review

Abstract

A vector process with an arbitrary probability density function is presented as the solution of a system of nonlinear stochastic differential equations. Such a generative approach provides an opportunity to describe the process explicitly with the help of its probability functional without having to solve the corresponding vector Fokker-Planck equation. Direct synthesis of an optimal signals' detection algorithm for communication channels with additive non-Gaussian correlated interference as an example of the probability functional application is considered.

Original languageEnglish
Pages (from-to)601-611
Number of pages11
JournalJournal of the Franklin Institute
Volume337
Issue number5
DOIs
StatePublished - 1 Jan 2000

Keywords

  • Markov vector processes
  • Non-Gaussian random processes
  • Probability functional

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