DocumentCode
1101569
Title
Comparison of three correlation coefficient estimators for gaussian stationary processes
Author
Gabriel, Kaigham J.
Author_Institution
Massachusetts Institute of Technology, Cambridge, MA
Volume
31
Issue
4
fYear
1983
fDate
8/1/1983 12:00:00 AM
Firstpage
1023
Lastpage
1025
Abstract
Using independent samples from two stationary Gaussian processes, second-order statistics are examined for the following three correlation estimators: 1) the direct estimator, 2) a "hybrid-sign" estimator, and 3) the polarity coincidence estimator. In most cases, increasing the number of samples by a factor of two or three allows one to use the simple polarity coincidence estimator with the same accuracy as the other two estimators.
Keywords
Acoustic signal processing; Autocorrelation; Biomedical signal processing; Biophysics; Equations; Gaussian processes; Reactive power; Speech processing; Statistics;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/TASSP.1983.1164166
Filename
1164166
Link To Document