DocumentCode
791813
Title
Correlation estimators based on simple nonlinear transformations
Author
Sullivan, Mark C. ; Wegman, Edward J.
Author_Institution
Eng. Res. Associates, E-Systems Inc., Vienna, VA, USA
Volume
43
Issue
6
fYear
1995
fDate
6/1/1995 12:00:00 AM
Firstpage
1438
Lastpage
1444
Abstract
The computational cost of estimating correlations may be reduced by employing sums of simple nonlinear functions of the data. A quadruplex transformation is presented and the performance of the associated estimator is analyzed for real and complex Gaussian processes. With independent observations, the variance of the estimator is approximately 14% higher than that obtained by averaging lag products
Keywords
Gaussian processes; correlation methods; estimation theory; functions; signal processing; transforms; computational cost; correlation estimators; lag products; nonlinear functions; quadruplex transformation; real complex Gaussian processes; simple nonlinear transformations; variance; Application specific integrated circuits; Computational efficiency; Costs; Field programmable gate arrays; Gaussian processes; Performance analysis; Programmable logic arrays; Random variables; Signal processing; Signal processing algorithms;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.388856
Filename
388856
Link To Document