Abstract :
Using his characteristic-function approach, Rice (1945) obtained a double series for the autocorrelation function of a sinusoidal signal and Gaussian noise after passage through a memoryless nonlinearity. It is shown here that the output of the nonlinearity can be expressed as the sum of uncorrelated terms whose auto-correlation functions are the terms of Rice´s double series. Such a decomposition of the output is shown to be generally possible if and only if the bivariate probability density functions of the input signal and the input noise can both be expressed in the diagonal form studied by Barrett and Lampard (1955), though not necessarily involving polynomials, as they can in the sinusoidal and Gaussian cases. In addition, a more direct and meaningful equation is found for the coefficients in Rice´s double series.
