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On deltamodulators for Gauss-Markov-processes: a normal approximation
Luleå tekniska universitet.
1989 (English)In: Markov processes and control theory: Proceedings of the Symposium ISAM 88: "Markov Processes and Control Theory", held in Gaussig near Dresden, GDR, January 10 - 15, 1988 / [ed] Heinz Langer; Volker Nollau, Berlin: Akademie Verlag, 1989, p. 85-99Conference paper, Published paper (Refereed)
Abstract [en]

The author studies the properties of deltamodulators for signals consisting of sample paths of a time-continuous Gauss-Markov-process (source). The deltamodulator output is a (square integrable) functional of the source path, which implies a representation (decomposition) in terms of a stochastic integral. From this representation one finds the conditional expectation and the variance of any decoded variable. Using the properties of such deltamodulators, it becomes possible to provide a normal approximation for the decoded output. In addition, various types of errors, which are known as pointwise approximation error, pointwise prediction error, pointwise predicted error and overload slope error, are described.

Place, publisher, year, edition, pages
Berlin: Akademie Verlag, 1989. p. 85-99
Series
Mathematical research ; 54
National Category
Mathematical Analysis
Research subject
Mathematics
Identifiers
URN: urn:nbn:se:ltu:diva-39573Local ID: e6333600-b518-11db-bf94-000ea68e967bISBN: 3-05-500754-9 (print)OAI: oai:DiVA.org:ltu-39573DiVA, id: diva2:1013087
Conference
Symposium ISAM : 10/01/1988 - 15/01/1988
Note
Godkänd; 1989; 20070205 (evan)Available from: 2016-10-03 Created: 2016-10-03Bibliographically approved

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