Second-order statistics of stochastic spline signals

被引：0
|
作者：
Neubauer, A [1 ]
机构：
[1] Infineon Technol AG, D-40489 Dusseldorf, Germany
来源：
SIGNAL PROCESSING | 2004年 / 84卷 / 08期
关键词：
digital signal processing; B-spline signals; Stochastic spline signals; statistical signal theory; generalized sampling;
D O I：
10.1016/j.sigpro.2004.05.012
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
The representation of signals in spline signal spaces has several advantages compared to the general approach of working with band-limited functions. Among them are the finite support of B-splines, simple manipulations like differentiation, integration, etc. In this paper, the deterministic treatment of spline signals is extended to a stochastic analysis. The main focus is on the analysis of second-order characteristics of spline signals, i.e. auto-correlation and cross-correlation functions and sequences are calculated. The signal analysis as well as synthesis steps are analyzed and an algorithm for estimating the auto-correlation and cross-correlation functions and sequences is derived. (C) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码：1395 / 1413
页数：19
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