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Statistical Properties of Noise

Research Project

Project/Area Number 01550258
Research Category

Grant-in-Aid for General Scientific Research (C)

Allocation TypeSingle-year Grants
Research Field 電子通信系統工学
Research InstitutionUniversity of Electro-Communications

Principal Investigator

MIMAKI Tadashi  University of ElectroーCommunications, Depart. of Communication Systems, Professor, 電気通信学部・電子情報学科, 教授 (60017358)

Co-Investigator(Kenkyū-buntansha) MUNAKATA Tsutomu  Tamagawa University, Depart. of Electronics, Lecturer, 工学部・電子工学科, 講師 (20190861)
SATO Hirosi  University of ElectroーCommunications, Depart. of Information Engineering, Profes, 電気通信学部・情報工学科, 教授 (00017279)
Project Period (FY) 1988 – 1990
Project Status Completed (Fiscal Year 1990)
Budget Amount *help
¥1,500,000 (Direct Cost: ¥1,500,000)
Fiscal Year 1990: ¥600,000 (Direct Cost: ¥600,000)
Fiscal Year 1989: ¥900,000 (Direct Cost: ¥900,000)
KeywordsNoise / Level-Crossing / First passage time / Gaussian process / Rayleigh process / Butterworth spectrum
Research Abstract

a. First Passage Time Problem : The first passage time is composed of two kinds : The first one is the directーpassage time, wherein after a random process has crossed the first level it arrives the barrier without any crossing with the first level ; and the second one is the usual passage time, whereinafter a random process has crossed the first level it arrives the target barrier with aribitrary number of crossings with the first level therebetween. The properties of these two kinds of first passage times are experimentally studied for Rayleigh and Gaussian random processes.
b. Level-Crossing Problem of The Phase of Sinewave Plus Noise : Different from the level-crossing problem of the amplitude of a random process, the up-crossing and down-crossing does not necessarily occur alternately. The problem is investigate for Gaussian processes having Gaussian and Butterworth power spectrum densities.
c. Estimation of Auto-correlation Function : A new method is derived to estimate the auto-correlation function of a random process by using four Rice functions, which are numerically calculated or experimentally determined.
d. CurveーCrossing Problem of Gaussian Process : If the barrier curve is properly selected for the curveーcrossing problem, the Rice function does not change for a group of the curves. Using this fact, the estimation of the autoーcorrelation function of a random process is derived.

Report

(3 results)
  • 1990 Annual Research Report   Final Research Report Summary
  • 1989 Annual Research Report
  • Research Products

    (26 results)

All Other

All Publications (26 results)

  • [Publications] T.Munakata and T.Mimaki: "First Passage Time Intervals of Rayleigh Process" Archiv fur Electronik and Ubertragungstechnik. 43. 278-283 (1989)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] T.Munakata, D.Wolf and T.Mimaki: "First Passage Time Intervals of Rayleigh Process" Abstract of International Symposium on Information Theory. 26- (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] 宗像 勉,御牧 義 D.Wolf: "レイリ-過程の初通過時間分布について" 電子通信学会情報理論研究会 信学技報. IT88. 69-76 (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] T.Munakata, T.Mimaki,and D.Wolf: "Estimation of the Autocorrelation Function of Gaussian Random Process from the Probability Densities of Crassing Intervals with Two Levels" 第11回 情報理論とその応用シンポジウム予稿集. 1003-1008 (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] T.Munakata, T.Mimaki,and D.Wolf: "Estimation of the Autocorrelation Function of Gaussian Random Process From the Plobability Densities of Crossing Intervals with Two Levels" Abstract of 10th Int.Conf.on Noise in Phys.Systems. 6-8 (1989)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] 鶴田 克彦,宗像 勉,御牧 義: "ガウスプロセスの初通過時間" 第12回 情報理論とその応用シンポジウム予稿集. 765-770 (1989)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] N.Youssef, T.Munakata and T.Mimaki: "Experimental Results on the AxisーCrossings of the Phase of Sine Wave Plus Noise" 第12回 情報理論とその応用シンポジウム予稿集. 203-208 (1989)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] T.Munakata, T.Mimaki,and D.Wolf: "The Curve Crossing Problem of a Gaussian Random Process" Abstract of International Symposium on Information Theory. 70- (1990)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] N.Youssef, T.Munakata and T.Mimaki: "Experimental Results on the LevelーCrossing Intervals of the Phase of Sine Wave Plus Noise II" 第13回 情報理論とその応用シンポジウム予稿集. 137-142 (1991)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] T. Munakata and MIMAKI, T.: "First Passage Time Intervals of Rayleigh Processes," AEU. Band 43. Heft 5. 278-283 (1989)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] T. Murakata, D. Wolf and T. Mimaki.: "First Passage Time Intervals of Rayleigh Process," Absctract of International Symp. on Information Theory, Kobe. 26 (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] T. Murakata, D. Wolf and T. Mimaki: "First Passage Time Intervals of Rayleigh Process (In Japanese)," Information Theory IECE Research Bulletin. vol. IT88-55. 69-76 (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] T. Munakata, T. Mimaki and WOLF, D.: "Estimation of the Autocorrelation Function of Gaussian Random Processes from the Probability Densities of Crossing Intervals with Two Levels," Proc. of 11th Symp. on Information Theory and Its Application. 1003-1008. (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] T. Munakata, T. Mimaki and D. Wolf.: "Estimation of the Autocorrelation Function of Gaussian Random Processes from the Probability Densities of Crossing Intervals with Two Levels," Noise in Phys. Systems and 1/f Noise, Budapest. 6-8 (1989)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] K. Tsuruta, T. Murakata and T. Mimaki: "The First Passage Time Intervals of a Gaussian Process (In Japanese)," Proc. of 12th Symp. on Information Theory and Its Applications. 765-770 (1989)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] N. Youssef, T. Munakata and T. Mimaki: "Experimental Results on the Axis-Crossings of Phase of Sine Wave Plus Noise," Proc. of 12th Symp. on Information Theory and Its Applications. 203-208 (1989)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] T. Munakata, T. Mimaki and D. Wolf: "The Curve Crossing Problem of a Gaussian Random Process," Abstract of International Symp. on Information Theory, San Diego. 70 (1990)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] N. Youssef, T. Munakata and MIMAKI, T.: "Experimental Results on the Level-Crossing Intervals of the Phase of Sine Wave Plus Noise II," Proc. of 13th Symp. on Information Theory and Its Applications. 137-142 (1991)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1990 Final Research Report Summary
  • [Publications] T.Munakata,T.Mimaki and D.Wolf: "The Curve Crossing Problem of a Ganssiam Rondom Process" 1990 IEEE International Symposium on Information Theory,San Diego,USA.(1990)

    • Related Report
      1990 Annual Research Report
  • [Publications] Neji Yussef,T.Munakata and T.Mimaki: "Experimental Results on the LevelーCrossing Intervals of the Phase of Sinewave Plus Noise" 第13回情報理論とその応用シンポジウム予稿集. 137-142 (1991)

    • Related Report
      1990 Annual Research Report
  • [Publications] T.Munakata,T.Mimaki and D.Wolf: "Estimation of the Autocorrelation Function of Ganssian Random Process from the Probability Densities of Crossing Intervals with two Levels" Noise in Physical Systems edited by A.Ambrogy. 11-14 (1990)

    • Related Report
      1990 Annual Research Report
  • [Publications] T.MUNAKATA and T.MIMAKI: "First Passage Time Intervals of Rayleigh Process" Archiv fur Electronik und Ubertragungstechnik. 43. 278-283 (1989)

    • Related Report
      1989 Annual Research Report
  • [Publications] NEJI YOUSSEF,T.MUNAKATA,T.MIMAKI: "Experimental Results on the Axis-Crossings of the Phase of Sine Wave Plus Noise" 第12回情報理論とその応用シンポジウム予稿集. 203-208 (1989)

    • Related Report
      1989 Annual Research Report
  • [Publications] 鶴田克彦,宗像勉,御牧義: "ガウスプロセスの初通過時間" 第12回情報理論とその応用シンポジウム予稿集. 765-770 (1989)

    • Related Report
      1989 Annual Research Report
  • [Publications] T.MUNAKATA,D.WOLF,T.MIMAKI: "Estimation of the Autocorrelation Function of Gaussian Random Process from the Probability Densities of Crossing Intervals with Two Levels" 10TH INTERNATIONAL CONFERENCE ON NOISE IN PHYSICAL SYSTEMS. 6-8 (1989)

    • Related Report
      1989 Annual Research Report
  • [Publications] T.MUNAKATA,T.MIMAKI,D.WOLF: "The Curve Crossing Problem of a Gaussian Random process" INTERNAIONAL SYMPOSIUM ON INFORMATION THEORY. (1990)

    • Related Report
      1989 Annual Research Report

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Published: 1989-04-01   Modified: 2016-04-21  

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