The statistical properties of a filtered random phasor are calculated. This problem arises in remote-sensing techniques such as coherent spectroscopy and non-Gaussian scattering and is relevant more generally to the field of nonlinear signal processing. Results are obtained analytically and by numerical simulation for a variety of phase fluctuation models. The problem is found to be analogous to scattering of light from a random-phase-changing screen. This provides a simple interpretation of the results and suggests new ways for characterizing both phase variable and filter.
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Jakeman et al. (1998) studied this question.
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