DocumentCode :
909889
Title :
A linear decomposition of stationary random processes into uncorrelated and completely correlated components
Author :
Cariolaro, Gianfranco L.
Volume :
14
Issue :
1
fYear :
1968
fDate :
1/1/1968 12:00:00 AM
Firstpage :
83
Lastpage :
88
Abstract :
This paper deals with a decomposition of a set of stationary random processes: 
. The decomposition has the form: 
, etc., where the components 
have the following properties: for a fixed 
, they are completely correlated in pairs; for a fixed 
, they are uncorrelated in pairs. Assuming the spectral matrix of the 
\´s as known, the spectral description of the \´s given by a lower triangular matrix, is determined. This is achieved by both an iterative and a direct method. In both methods regular and singular cases are considered.
. The decomposition has the form: , etc., where the components have the following properties: for a fixed , they are completely correlated in pairs; for a fixed , they are uncorrelated in pairs. Assuming the spectral matrix of the \´s as known, the spectral description of the \´s given by a lower triangular matrix, is determined. This is achieved by both an iterative and a direct method. In both methods regular and singular cases are considered.Keywords :
Spectral analysis; Stochastic processes; Frequency; Interference; Iterative methods; Linear matrix inequalities; Matrix decomposition; Optical noise; Optical polarization; Random processes; Sufficient conditions; Terminology;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1968.1054091
Filename :
1054091
Link To Document :
