Defining correlation functions and power spectra for multirate random processes

Author

Therrien, Charles W.

Author_Institution

Dept. of Electr. & Comput. Eng., Naval Postgraduate Sch., Monterey, CA, USA

fYear

2005

fDate

23-26 May 2005

Firstpage

6010

Abstract

This paper proposes a representation for the time-lag cross-correlation function of two random processes sampled at different rates and its related cross-power density spectrum, using the theory of lattices. The representation of autocorrelation and the (auto)power spectral density function then follows directly.

Keywords

continuous time systems; correlation methods; lattice theory; random processes; signal representation; signal sampling; statistical analysis; 2D lattice; autocorrelation; continuous-time random processes; correlation functions; cross-power density spectrum; lattice theory; multirate process statistical analysis; multirate random processes; sampling rate; spectral density function; time-lag cross-correlation function representation; Autocorrelation; Density functional theory; Lattices; Random processes; Sampling methods; Signal processing; Spectrogram; Stochastic processes; Time frequency analysis; Virtual reality;

fLanguage

English

Publisher

ieee

Conference_Titel

Circuits and Systems, 2005. ISCAS 2005. IEEE International Symposium on

Print_ISBN

0-7803-8834-8

Type

conf

DOI

10.1109/ISCAS.2005.1466009

Filename

1466009

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3547825