Access to eBooks is limited to institutions that have purchased or currently subscribe to the SPIE eBooks program. eBooks are not available via an individual subscription. SPIE books (print and digital) may be purchased individually on SPIE.Org.

Contact your librarian to recommend SPIE eBooks for your organization.
Chapter 3:
Canonical Representation
Abstract
A random function is a complicated mathematical entity. For some applications, one need only consider second-order characteristics and not be concerned with the most delicate mathematical aspects; for others, it is beneficial to find convenient representations to facilitate the use of random functions. If an appropriate canonical representation can be found, then dealing with a family of random variables defined over the domain of t is reduced to considering a discrete family of random variables. Equally as important is that, whereas there may be a high degree of correlation among the random variables composing the random function, the random variables in a canonical expansion are uncorrelated. The uncorrelatedness of the Z k is useful in eliminating redundant information and designing optimal linear filters.
Online access to SPIE eBooks is limited to subscribing institutions.
CHAPTER 3
110 PAGES


SHARE
Back to Top