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Search: (WFRF:(Koski Timo)) > (1988-1989)

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1.
  • Koski, Timo (author)
  • A note on a probabilistic decomposition of linear delta modulator of a Wiener process
  • 1988
  • In: Annales Academiae Scientiarum Fennicae. Series A. I, Mathematica. - 0066-1953. ; 13:2, s. 209-218
  • Journal article (peer-reviewed)abstract
    • Linear delta modulation (LDM) of a standard Wiener process is examined and it is shown that the encoder can be interpreted in terms of a functional of the predicted reconstruction error and a stochastic integral. The martingale type structure associated with the decoder process is studied and some of the properties are extended to other diffusion sources. The Malliavin calculus is applied to study further the predicted error in the encoded process and it turns out that this part possesses a probability density function.
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2.
  • Koski, Timo (author)
  • On deltamodulators for Gauss-Markov-processes : a normal approximation
  • 1989
  • In: Markov processes and control theory. - Berlin : Akademie Verlag. - 3055007549 ; , s. 85-99
  • Conference paper (peer-reviewed)abstract
    • The author studies the properties of deltamodulators for signals consisting of sample paths of a time-continuous Gauss-Markov-process (source). The deltamodulator output is a (square integrable) functional of the source path, which implies a representation (decomposition) in terms of a stochastic integral. From this representation one finds the conditional expectation and the variance of any decoded variable. Using the properties of such deltamodulators, it becomes possible to provide a normal approximation for the decoded output. In addition, various types of errors, which are known as pointwise approximation error, pointwise prediction error, pointwise predicted error and overload slope error, are described.
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  • Result 1-2 of 2
Type of publication
conference paper (1)
journal article (1)
Type of content
peer-reviewed (2)
Author/Editor
Koski, Timo (2)
University
Luleå University of Technology (2)
Language
English (2)
Research subject (UKÄ/SCB)
Natural sciences (2)

Year

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