Abstract:
Many signals ocurring in data communications can be described by Markovian models. Expressions for the mean power spectral density function of a signal driven by a statio...Show MoreMetadata
Abstract:
Many signals ocurring in data communications can be described by Markovian models. Expressions for the mean power spectral density function of a signal driven by a stationary discrete-parameter finite-state Markov chain are derived and discussed, both for irreducible and reducible chains. Two examples are presented to illustrate the application of the results.
Published in: IEEE Transactions on Information Theory ( Volume: 27, Issue: 6, November 1981)