Efficient Methods to Estimate Correlation Functions of Gaussian Processes and Their Performance Analysis

IEEE Transactions on Acoustics, Speech, and Signal Processing

Volumn 33, Issue 4, 1985, Pages 1032-1035

  Powers, Edward J ^a  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

SIGNAL FILTERING AND PREDICTION; STATISTICAL METHODS;

CORRELATION; ESTIMATION; GAUSSIAN PROCESSES;

SIGNAL PROCESSING;

EID: 0022102966     PISSN: 00963518     EISSN: None     Source Type: Journal    
DOI: 10.1109/TASSP.1985.1164623     Document Type: Article

References (5)

1. J. J. Bussgang, “Cross correlation functions of amplitude distorted Gaussian signals,” Res. Lab. Elec., Mass. Inst. Technol., Cambridge, MA, Tech. Rep. 216, Mar. 1952
2. R. Price, “A useful theorem for nonlinear devices having Gaussian inputs,” IRE Trans. Inform. Theory, vol. IT-4, pp. 69-72, 1958.
3. M. B. Priestly, Spectral Analysis and Time Series. New York: Academic, 1981.
4. D. Hertz, “A fast digital method of estimating the autocorrelation of a Gaussian stationary process,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-30, p. 329, Apr. 1982.
5. K. J. Gabriel, “Comparison of three correlation coefficient estimators for Gaussian stationary processes,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-31, pp. 1023-1025, Aug. 1983.