Title :
Estimation of the autocorrelation function of complex Gaussian stationary processes by amplitude clipped signals
Author :
Jacovitti, G. ; Neri, A.
Author_Institution :
INFOCOM Dept., Rome Univ., Italy
fDate :
1/1/1994 12:00:00 AM
Abstract :
The normalized autocorrelation function of a Gaussian process may be recovered from second order moments of their polarity, through the arcsin law. By analogy, it is possible to calculate the normalized autocorrelation function of a circularly complex Gaussian process from the knowledge of moments of its instantaneous phase. In the present paper, two estimators of the normalized autocorrelation function based on the phase only are presented. Their theoretical accuracy is evaluated and compared to the accuracy of the direct estimate
Keywords :
correlation theory; numerical analysis; parameter estimation; signal processing; stochastic processes; amplitude clipped signals; arcsin law; autocorrelation function estimation; circularly complex Gaussian process; complex Gaussian stationary processes; instantaneous phase; polarity; second order moments; theoretical accuracy; Amplitude estimation; Autocorrelation; Conferences; Correlators; Gaussian processes; Limiting; Phase estimation; Signal processing; Spectral analysis; Utility programs;
Journal_Title :
Information Theory, IEEE Transactions on
