Title :
The peak of a causal signal with a given average delay
Author :
Makhoul, John ; Steinhardt, Allan
Author_Institution :
Bolt Beranek & Newman Inc., Cambridge, MA, USA
Abstract :
Derives two results concerning the peak of a causal signal with a given average delay. The first result is that, for an average delay of tau , the maximum possible location of the signal peak is of the order of tau ( tau +3)/2. (This bound can also be interpreted as providing the maximum integer at which the most probable value of a discrete nonnegative random variable could occur, given that the random variable has a known mean.) The second result is that the signals that minimize the peak amplitude, subject to unit energy and average delay tau , have a peak value of the order of 1/ square root 2 tau +1. The authors construct causal signals for which the derived bounds are attained for any given real-valued delay. They also compare the derived bounds to the corresponding ones for all-pass signals.<>
Keywords :
optimisation; signal processing; spectral analysis; causal signal; given average delay; peak amplitude minimisation; peak location; signal peak; Delay; Fasteners; Filters; Random variables; Upper bound;
Conference_Titel :
Spectrum Estimation and Modeling, 1990., Fifth ASSP Workshop on
Conference_Location :
Rochester, NY, USA
DOI :
10.1109/SPECT.1990.205584