Title :
State-space realizations of covariance-invariant discrete-time models
Author :
Barnes, Casper W.
Author_Institution :
University of California, Irvine, CA
fDate :
12/1/1985 12:00:00 AM
Abstract :
This correspondence derives a state-space realization of a discrete-time signal model whose autocovariance is identical to the autocovariance of the sampled output of a continuous-time signal model.
Keywords :
Difference equations; Digital filters; Digital signal processing; Frequency; Random processes; Space stations; Technological innovation; Time domain analysis; Transfer functions; White noise;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1985.1164742
