New bounds for the variation of mean-square-continuous wide-sense-stationary processes

Author

Fleury, Bernard Henri

Author_Institution

Commun. Technol. Lab., Swiss Federal Inst. of Technol., Zurich, Switzerland

Volume

41

Issue

3

fYear

1995

fDate

5/1/1995 12:00:00 AM

Firstpage

849

Lastpage

852

Abstract

New bounds for real, continuous, nonnegative-definite functions are established. As an application it is shown that the variation of a real mean-square-continuous (MSC) wide-sense-stationary (WSS) process is bounded by its Maclaurin polynomials, either from below or from above depending on their degree. The least upper bound for the variation of a real MSC WSS process which depends solely on the process´ spectral spread is also obtained. In comparison to previously published results, the new bounds present many advantages which are discussed. The extension of these bounds to complex MSC WSS processes is straightforward

Keywords

covariance analysis; information theory; iterative methods; polynomials; random processes; sequences; stochastic processes; MSC WSS processes; Maclaurin polynomials; bounds; mean-square-continuous wide-sense-stationary processes; nonnegative-definite functions; spectral spread; Bandwidth; Communications technology; Costs; Iterative algorithms; Polynomials; Terminology; Upper bound;

fLanguage

English

Journal_Title

Information Theory, IEEE Transactions on

Publisher

ieee

ISSN

0018-9448

Type

jour

DOI

10.1109/18.382041

Filename

382041