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A survey of the theory and applications of the class of random processes is presented. Topics discussed include the law of large numbers, covariance estimation, and the relationship of linear to normal processes. Various applications of the linear process to problems of communication theory are considered. These include prediction, signal extraction, and detection, using the linear process as a model for the signal or noise. Several exmples illustrating certain aspects of linear processes are given.
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Blake et al. (1968) studied this question.
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