A synthesis method for multichannel autoregressive processes

J. H. Michels, P. Varshney, D. Weiner

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

A method is described for synthesizing multichannel autoregressive (AR) random processes. The procedure allows for variable temporal and cross-channel correlation properties subject to specific constraints for correlation functions. The resulting synthesized processes provide a 'fit' in a minimum mean squared error (MMSE) sense to the correlation functions which are specified in terms of temporal and cross-channel correlation parameters of the processes. Computer simulation results are presented showing the case of a two channel AR process with various temporal and cross-channel correlations. A method is also suggested to generalize the synthesized outputs to obtain complex processes with jointly Gaussian quadrature components where the usual assumptions associated with a complex Gaussian process are relaxed.

Original languageEnglish (US)
Title of host publicationConference Record - Asilomar Conference on Circuits, Systems & Computers
PublisherPubl by Maple Press, Inc
Pages63-68
Number of pages6
ISBN (Print)0818621804
StatePublished - Dec 1 1991
Externally publishedYes
Event24th Asilomar Conference on Signals, Systems and Computers Part 2 (of 2) - Pacific Grove, CA, USA
Duration: Nov 5 1990Nov 7 1990

Publication series

NameConference Record - Asilomar Conference on Circuits, Systems & Computers
Volume1
ISSN (Print)0736-5861

Other

Other24th Asilomar Conference on Signals, Systems and Computers Part 2 (of 2)
CityPacific Grove, CA, USA
Period11/5/9011/7/90

ASJC Scopus subject areas

  • Engineering(all)

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  • Cite this

    Michels, J. H., Varshney, P., & Weiner, D. (1991). A synthesis method for multichannel autoregressive processes. In Conference Record - Asilomar Conference on Circuits, Systems & Computers (pp. 63-68). (Conference Record - Asilomar Conference on Circuits, Systems & Computers; Vol. 1). Publ by Maple Press, Inc.