Title :
On the asymptotic statistical behavior of empirical cepstral coefficients
Author :
Merhav, Neri ; Lee, Chin-Hui
Author_Institution :
Dept. of Electr. Eng., Technion-Israel Inst. of Technol., Haifa, Israel
fDate :
5/1/1993 12:00:00 AM
Abstract :
The asymptotic covariance matrix of the empirical cepstrum is analyzed. It is shown that for Gaussian processes, ceptral coefficients derived from smoothed periodograms are asymptotically uncorrelated and their variances multiplied by the sample size tend to unity. For an autoregressive process and its autoregressive cepstrum estimate, somewhat weaker results hold
Keywords :
spectral analysis; speech recognition; statistical analysis; Gaussian processes; asymptotic covariance matrix; asymptotic statistical behavior; autoregressive cepstrum estimate; autoregressive process; empirical cepstral coefficients; smoothed periodograms; speech recognition; Autoregressive processes; Cepstral analysis; Cepstrum; Convergence; Covariance matrix; Gaussian processes; Optical reflection; Random processes; Speech processing; Speech recognition;
Journal_Title :
Signal Processing, IEEE Transactions on
