DocumentCode
1104427
Title
On a fast digital method of estimating the autocorrelation of a gaussian stationary process
Author
Jacovitti, Giovanni ; Neri, Alessandro ; Cusani, Roberto
Author_Institution
Università degli Studi di Roma "La Sapienza," Rome, Italy
Volume
32
Issue
5
fYear
1984
fDate
10/1/1984 12:00:00 AM
Firstpage
968
Lastpage
976
Abstract
The zero-mean stationary Gaussian processes have the property that if they are input into an instantaneous nonlinear device, the cross correlation of input and output is proportional to the auto-correlation of the input. This suggests an estimation procedure for the autocorrelation function based mainly on additions, which is a modified type of the PCC (polarity coincidence correlator). The object of this paper is to compute the bias and the variance of such an estimator and to discuss some fundamental properties. As a reference, some examples are provided which compare the behavior of the modified PPC estimator to the classical one based on products and additions.
Keywords
Art; Autocorrelation; Correlators; Gaussian processes; Radar signal processing; Shape; Signal analysis; Speech analysis; State estimation;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/TASSP.1984.1164439
Filename
1164439
Link To Document