DocumentCode :
1106272
Title :
Efficient methods of estimate correlation functions of Gaussian processes and their performance analysis
Author :
Koh, Taiho ; Powers, Edward J.
Volume :
33
Issue :
4
fYear :
1985
fDate :
8/1/1985 12:00:00 AM
Firstpage :
1032
Lastpage :
1035
Abstract :
New efficient methods to estimate crosscorrelation functions of Gaussian signals are studied. In these methods, the "covariance property" of the Gaussian distribution is utilized such that the correlation estimates can be computed with only additions. To evaluate the performances of the methods, exact expressions for the bias and variance of these estimators are formulated and utilized in comparing these methods with the conventional correlation estimator. As a result, we point out that these new methods can give estimates which are comparable to the conventional approach.
Keywords :
Covariance matrix; Gaussian distribution; Gaussian processes; Performance analysis; Quantum mechanics; Signal analysis; Smoothing methods; Spectrogram; Thermodynamics; Time frequency analysis;
fLanguage :
English
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
0096-3518
Type :
jour
DOI :
10.1109/TASSP.1985.1164623
Filename :
1164623
Link To Document :
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