• DocumentCode
    749953
  • 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
  • Volume
    43
  • Issue
    3
  • fYear
    1995
  • fDate
    3/1/1995 12:00:00 AM
  • Firstpage
    705
  • Lastpage
    708
  • 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;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.370624
  • Filename
    370624
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=749953