GENERATING SINGULAR SIGNALS BY FILTERING BERNOULLI CORRELATED INPUTS

Bernard Picinbono (1)

1 L2S - Laboratoire des signaux et systèmes

Singular random signals can be obtained at the output of some linear filters when the input is a Bernoulli white noise. It is shown that this whiteness assumption can be relaxed and some examples of colored Bernoulli signals generating singularity by filtering are presented. Computer experiments are realized in order to verify these results.

Mots clés: Statistical signal analysis; Signal and noise modeling; Non-Gaussian signals and noise; Markov processes.; Prediction.

Domaines: Sciences de l'ingénieur [physics]; Traitement du signal et de l'image [eess.SP]

Bernard Picinbono. GENERATING SINGULAR SIGNALS BY FILTERING BERNOULLI CORRELATED INPUTS. IEEE Transactions on Signal Processing, 2008, 56 (1), pp.404-408. ⟨hal-01700557⟩