A Note on IIR Filters with Random Parameters

Authors

  • Reza Habibi Department of Statistics, Central Bank of Iran

DOI:

https://doi.org/10.15415/mjis.2013.12014

Keywords:

AR(1) process, Beta distribution, IIR filter, Random parameter, Transfer function

Abstract

The infinite impulse response (IIR) filter of an AR(1) process is studied under a random parameter assumption. The statistical properties of the random transfer function are
derived. Stochastic process modeling is also considered. Finally, a conclusion section is given.

Downloads

Download data is not yet available.

References

Lyons, R. G. (2011). Understanding digital signal processing. Prentice Hall.

Zhang, J. and Wu, Y. (2002). Beta Approximation to the Distribution of Kolmogorov-Smirnov Statistic. Annals of the Institute of Statistical Mathematics 54, 577-584. http://dx.doi.org/10.1023/A:1022463111224

Downloads

Published

2013-03-04

How to Cite

Reza Habibi. 2013. “A Note on IIR Filters With Random Parameters”. Mathematical Journal of Interdisciplinary Sciences 1 (2):71-74. https://doi.org/10.15415/mjis.2013.12014.

Issue

Section

Articles