The mean power spectral density of Markov chain driven signals
Peter Galko, S. Pasupathy · IEEE Transactions on Information Theory · 1981
Many signals ocurring in data communications can be described by Markovian models. Expressions for the mean power spectral density function of a signal driven by a stationary discrete-parameter finite-state Markov chain are derived and discussed, both for irreducible and reducible chains. Two examples are presented to illustrate the application of the results.