Moments of a filtered binary process (Corresp.)

The problem of determining the moments of the output of a resistance-capacitance (RC) filter driven by a random binary process is considered. It is assumed that the driving process is governed by an alternating renewal process. A method is given for computing the moments of any order, as well as the conditional moments and moments of the local maxima and minima. Explicit formulas are given for the second moment in the asymmetric case and second and fourth moments in the symmetric case.