By Topic

First and second passage times of Rayleigh processes (Corresp.)

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

1 Author(s)

The first and second passage times of a stationary Rayleigh process R(t,a) are discussed. R(t,a) represents the envelope of a stationary random process consisting of a sinusoidal signal of amplitude and frequency f_{0} plus stationary Gaussian noise of unit variance having a narrow-band power spectral density which is symmetrical about f_{0} . Approximate integral equations are developed whose solutions yield approximate probability densities concerning the first and second passage times of R(t,a) . The resulting probability functions are presented in graphs for the case when the power spectral density of the noise is Gaussian. Related results concerning the approximate distribution function of the absolute minimum or absolute maximum of R(t,a) in the closed interval [0,\tau ] are also presented. The exact probability densities are expressed in the form of an infinite series of multiple integrals.

Published in:

IEEE Transactions on Information Theory  (Volume:33 ,  Issue: 3 )