A Note on IIR Filters with Random Parameters
Journal: Mathematical Journal of Interdisciplinary Sciences (Vol.1, No. 2)Publication Date: 2013-03-04
Authors : Reza Habibi;
Page : 71-74
Keywords : AR(1) process; Beta distribution; IIR filter; Random parameter; Transfer function;
Abstract
The infinite impulse response (IIR) filter of an AR(1) process is studied under random parameter assumption. The statistical properties of random transfer function are derived. Stochastic process modeling is also considered. Finally, a conclusion section is given.
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