Title :
Invertibility of higher order moment matrices
Author :
Nowak, Robert D. ; Van Veen, Barry D.
Author_Institution :
Dept. of Electr. & Comput. Eng., Wisconsin Univ., Madison, WI, USA
fDate :
3/1/1995 12:00:00 AM
Abstract :
Signal processing algorithms based on Volterra filter structures often require that a matrix composed of higher order moments of the underlying process be invertible. Previously, this problem has been studied for uncorrelated random variables. The paper establishes conditions under which a wide class of correlated processes have invertible higher order moment matrices
Keywords :
Volterra equations; correlation theory; filtering theory; higher order statistics; matrix inversion; random processes; signal processing; Volterra filter structures; correlated processes; higher order moment matrices; invertibility; signal processing algorithms; Filtering algorithms; Filters; Rail to rail inputs; Random processes; Random variables; Signal detection; Signal processing algorithms; Stability; Statistics; System identification;
Journal_Title :
Signal Processing, IEEE Transactions on
