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A New Auto-Regressive Equation for Generating a Binary Markov Chain
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 1993/06/25
Print ISSN: 0916-8508
Type of Manuscript: LETTER
Category: Digital Signal Processing
Markov chain, nonlinear transformation of a stochastic process, auto-regressive equation, binary sequence,
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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.