Juha Karvanen, Pauli Kuosmanen and Jaakko Astola

On output distributions of rational filters in the case of uniform noise

This paper illustrates the difficulties in the evaluation of the output distributions of rational filters even when the assumptions of the relation between the signal and the noise are very simplified. We derive the output distribution analytically for one of the simplest rational filter for two i.i.d. uniformly distributed input samples. From this derivation the inherent difficulties can be understood.