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What is Series Representation of Stochastic Processes about?

The document discusses the representation of stochastic processes, particularly focusing on mean-square periodic processes and their Fourier series expansion. It establishes that if a process is mean-square periodic, its autocorrelation function is periodic, and it can be expressed as a series of uncorrelated random variables. Furthermore, it introduces the Karhunen-Loeve integral equation for general stochastic processes, allowing for a similar series representation even when the process is not mean-square

Author

Nguyen Cuong

Language

EN