Estimation of the autocorrelation function of complex Gaussian stationary processes by amplitude clipped signals

Author

Jacovitti, G. ; Neri, A.

Author_Institution

INFOCOM Dept., Rome Univ., Italy

Volume

40

Issue

1

fYear

1994

fDate

1/1/1994 12:00:00 AM

Firstpage

239

Lastpage

245

Abstract

The normalized autocorrelation function of a Gaussian process may be recovered from second order moments of their polarity, through the arcsin law. By analogy, it is possible to calculate the normalized autocorrelation function of a circularly complex Gaussian process from the knowledge of moments of its instantaneous phase. In the present paper, two estimators of the normalized autocorrelation function based on the phase only are presented. Their theoretical accuracy is evaluated and compared to the accuracy of the direct estimate

Keywords

correlation theory; numerical analysis; parameter estimation; signal processing; stochastic processes; amplitude clipped signals; arcsin law; autocorrelation function estimation; circularly complex Gaussian process; complex Gaussian stationary processes; instantaneous phase; polarity; second order moments; theoretical accuracy; Amplitude estimation; Autocorrelation; Conferences; Correlators; Gaussian processes; Limiting; Phase estimation; Signal processing; Spectral analysis; Utility programs;

fLanguage

English

Journal_Title

Information Theory, IEEE Transactions on

Publisher

ieee

ISSN

0018-9448

Type

jour

DOI

10.1109/18.272490

Filename

272490