DocumentCode :
1098765
Title :
A fast digital method of estimating the autocorrelation of a Guassian stationary process
Author :
Hertz, David
Author_Institution :
Technion-Israel Institute of Technology, Haifa, Israel
Volume :
30
Issue :
2
fYear :
1982
fDate :
4/1/1982 12:00:00 AM
Firstpage :
329
Lastpage :
329
Abstract :
Given a zero mean stationary Gaussian process 
, it is shown that the autocorrelation can be estimated by 
where 
. This method is attractive since 
needs to he Computed only once, and 
can be computed by additions only. Moreover, the shape of the autocorrelation given by 
can be computed by additions only.
, it is shown that the autocorrelation can be estimated by where . This method is attractive since needs to he Computed only once, and can be computed by additions only. Moreover, the shape of the autocorrelation given by can be computed by additions only.Keywords :
Adaptive filters; Adaptive signal processing; Autocorrelation; Entropy; Gaussian processes; Least squares approximation; Noise cancellation; Shape; Spectral analysis; Speech processing;
fLanguage :
English
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
0096-3518
Type :
jour
DOI :
10.1109/TASSP.1982.1163885
Filename :
1163885
Link To Document :
