Title :
Volume of the space of finite autocorrelations
Author :
Makhoul, John ; El-Jaroudi, Amro
Author_Institution :
BBN Lab., Cambridge, MA, USA
Abstract :
A method is developed for computing the volume of the space occupied by valid finite autocorrelation sequences of any order p . The method is based on transforming an integral over autocorrelations to an integral over the lattice coefficients of an all-zero filter to order p. The resulting integral was compared numerically using a Monte Carlo method and an importance sampling technique that helped concentrate the sample values where much of the volume is. Good accuracy for the volume estimate was obtained up to p=50. The results show that the space occupied by finite autocorrelations is roughly one-half that occupied by all positive definite autocorrelations along each of the p dimensions
Keywords :
Monte Carlo methods; correlation theory; Monte Carlo method; all-zero filter; autocorrelation sequences; importance sampling technique; integral; lattice coefficients; volume estimate; Autocorrelation; Filters; Integral equations; Laboratories; Lattices; Sampling methods; Upper bound;
Conference_Titel :
Spectrum Estimation and Modeling, 1988., Fourth Annual ASSP Workshop on
Conference_Location :
Minneapolis, MN
DOI :
10.1109/SPECT.1988.206207