Inverse covariance-invariant signal processing

Techniques are outlined for synthesizing continuous-time systems and signals which are covariance-invariant (CI) with corresponding discrete-time systems and signals. The property of covariance-invariance (CI) insures that the covariance sequence characterizing the response of a stable, linear discrete-time system to "white-noise" equals the sampled covariance function that characterizes the sampled output of a stable, linear continuous-time system excited by "white-noise." Applications of inverse covariance-invariant (ICI) signal processing are suggested, and numerical examples of inverse covariance-invariant (ICI) synthesis are presented.