A Note on IIR Filters with Random Parameters

Reza Habibi

doi:10.15415/mjis.2013.12014

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.

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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

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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.

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Issue

Vol. 1 No. 2 (2013)

Section

Articles

License

Articles in Mathematical Journal of Interdisciplinary Sciences (Math. J. Interdiscip. Sci.) by Chitkara University Publications are Open Access articles that are published with licensed under a Creative Commons Attribution- CC-BY 4.0 International License. Based on a work at https://mjis.chitkara.edu.in. This license permits one to use, remix, tweak and reproduction in any medium, even commercially provided one give credit for the original creation.

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