DocumentCode :
1198624
Title :
Limiting Conditions on the Correlation Properties of Random Signals
Author :
Kraus, G. ; Potzl, H.
Volume :
3
Issue :
4
fYear :
1956
fDate :
12/1/1956 12:00:00 AM
Firstpage :
282
Lastpage :
285
Abstract :
A system of 
signals that has random character is completely characterized by its self-power spectra and cross-power spectra which, when normalized, can be combined in a correlation matrix. It is shown that the correlation matrix must fulfill the fundamental condition that none of its principal minors is negative. It is shown that no further restriction exists, that is, that all correlation matrices fulfilling this condition are realizable.
signals that has random character is completely characterized by its self-power spectra and cross-power spectra which, when normalized, can be combined in a correlation matrix. It is shown that the correlation matrix must fulfill the fundamental condition that none of its principal minors is negative. It is shown that no further restriction exists, that is, that all correlation matrices fulfilling this condition are realizable.Keywords :
Fourier transforms; Frequency; Impedance; Interpolation; Noise level; Power generation; Signal generators; Smoothing methods; Thermal resistance; Voltage;
fLanguage :
English
Journal_Title :
Circuit Theory, IRE Transactions on
Publisher :
ieee
ISSN :
0096-2007
Type :
jour
DOI :
10.1109/TCT.1956.1086329
Filename :
1086329
Link To Document :
