• 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