Title :
Bounds on second and higher order correlations for bandlimited random processes
Author_Institution :
Dept. of Electr. & Electron. Eng., Imperial Coll. of Sci., Technol. & Med., London, UK
fDate :
4/25/1996 12:00:00 AM
Abstract :
The bandlimited nature of a random signal imposes certain bounds on the autocorrelation and higher order moments of the signal. Some of the bounds on the autocorrelations are already known, for which additional bounds have been outlined by these authors elsewhere. The aim of the author is to explore the additional bounds further with the view first to make them tighten and secondly to derive further bounds for more practical applications
Keywords :
correlation theory; random processes; signal processing; autocorrelation; bandlimited random processes; higher order correlations; higher order moments; random signal; second order correlations;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19960530