> Hi all,
> I would like to know "the" right method to analytically calculate the
> Probability Density Function (PDF) of the output of a FIR filter whose
> input PDF is not gaussian (the indicator function for instance)...
> I learnt that when i was a student (long time ago) and i can't remember
> the way to make such calculation... :(
> Can anyone help ?
> Thanx in advance.
> A.Herbert
Method A: Drag out your statistics book and get to work.
Method B: Does it have a finite variance? If so, and if you're
averaging enough samples in you filter, use the central limit theorem,
which says that if you add enough non-Gaussian random variables together
the result will be Gaussian.
--
Tim Wescott
Wescott Design Services
http://www.wescottdesign.com
Reply by Arthur Herbert●August 4, 20042004-08-04
Hi all,
I would like to know "the" right method to analytically calculate the
Probability Density Function (PDF) of the output of a FIR filter whose
input PDF is not gaussian (the indicator function for instance)...
I learnt that when i was a student (long time ago) and i can't remember
the way to make such calculation... :(
Can anyone help ?
Thanx in advance.
A.Herbert