DocumentCode
1107541
Title
State-space realizations of covariance-invariant discrete-time models
Author
Barnes, Casper W.
Author_Institution
University of California, Irvine, CA
Volume
33
Issue
6
fYear
1985
fDate
12/1/1985 12:00:00 AM
Firstpage
1603
Lastpage
1604
Abstract
This correspondence derives a state-space realization of a discrete-time signal model whose autocovariance is identical to the autocovariance of the sampled output of a continuous-time signal model.
Keywords
Difference equations; Digital filters; Digital signal processing; Frequency; Random processes; Space stations; Technological innovation; Time domain analysis; Transfer functions; White noise;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/TASSP.1985.1164742
Filename
1164742
Link To Document