Title :
Comparison of three correlation coefficient estimators for gaussian stationary processes
Author :
Gabriel, Kaigham J.
Author_Institution :
Massachusetts Institute of Technology, Cambridge, MA
fDate :
8/1/1983 12:00:00 AM
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;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1983.1164166