IEICE TRANSACTIONS on Fundamentals
A New Auto-Regressive Equation for Generating a Binary Markov Chain
Summary :
This paper proposes a second order auto-regressive equation with discrete-valued random coefficients. The auto-regressive equation transforms an independent stochastic sequence into a binary sequence, which is a special case of a stationary Markov chain. The power spectrum, correlation function and the transition probability are explicitly obtained in terms of the random coefficients. Some computer results are illustrated in figures.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E76-A No.6 pp.1031-1034
- Publication Date
- 1993/06/25
- Publicized
- Online ISSN
- DOI
- Type of Manuscript
- LETTER
- Category
- Digital Signal Processing
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Junichi NAKAYAMA, "A New Auto-Regressive Equation for Generating a Binary Markov Chain" in IEICE TRANSACTIONS on Fundamentals,
vol. E76-A, no. 6, pp. 1031-1034, June 1993, doi: .
Abstract: This paper proposes a second order auto-regressive equation with discrete-valued random coefficients. The auto-regressive equation transforms an independent stochastic sequence into a binary sequence, which is a special case of a stationary Markov chain. The power spectrum, correlation function and the transition probability are explicitly obtained in terms of the random coefficients. Some computer results are illustrated in figures.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e76-a_6_1031/_p
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@ARTICLE{e76-a_6_1031,
author={Junichi NAKAYAMA, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={A New Auto-Regressive Equation for Generating a Binary Markov Chain},
year={1993},
volume={E76-A},
number={6},
pages={1031-1034},
abstract={This paper proposes a second order auto-regressive equation with discrete-valued random coefficients. The auto-regressive equation transforms an independent stochastic sequence into a binary sequence, which is a special case of a stationary Markov chain. The power spectrum, correlation function and the transition probability are explicitly obtained in terms of the random coefficients. Some computer results are illustrated in figures.},
keywords={},
doi={},
ISSN={},
month={June},}
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TY - JOUR
TI - A New Auto-Regressive Equation for Generating a Binary Markov Chain
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 1031
EP - 1034
AU - Junichi NAKAYAMA
PY - 1993
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E76-A
IS - 6
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - June 1993
AB - This paper proposes a second order auto-regressive equation with discrete-valued random coefficients. The auto-regressive equation transforms an independent stochastic sequence into a binary sequence, which is a special case of a stationary Markov chain. The power spectrum, correlation function and the transition probability are explicitly obtained in terms of the random coefficients. Some computer results are illustrated in figures.
ER -
English
