IEEE Transactions on Information Theory
| Hi-index | 754.90 |
Series representations of the more usual linear operations in weak sense on a second-order stochastic process are studied. The starting point of this analysis is the optimal Cambanis expansion of the stochastic process considered. Likewise, the extensions of the approximate series expansions based on the Rayleigh-Ritz method are presented for such linear operations on the process. The main advantages of these extensions are that they are computationally feasible and entail a significant reduction in the computational burden. Finally, their applicability as a practical simulation tool is examined.