On the output probability density function of a linear device with certain nongaussian random inputs.

On the output probability density function of a linear device with certain nongaussian random inputs.

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Treatment of the classical problem of determining the output probability density function (p.d.f.) of a zero-memory one-to-one nonlinear device followed by a linear filter. When the input random process is stationary, gaussian, and 1st-order Markoff,...