Synthesis of Correlated Multichannel Random Processes

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

Research output: Contribution to journalArticle

15 Scopus citations

Abstract

This paper describes a method for synthesizine multichannel autoregressive (AR) random processes. The procedure allows for the variation of temporal and cross-channel correlation subject to specific constraints for correlation functions. The resulting synthesized processes provide a “fit” in a minimum mean squared error (MMSE) sense to the process correlation functions specified in terms of their temporal and cross-channel correlation parameters. Computer simulation results are presented showing the case of a two-channel AR process with various values of temporal and cross-channel correlation. A method is also suggested to synthesize a more general class of Gaussian processes with unconstrained quadrature components.

Original languageEnglish (US)
Pages (from-to)367-375
Number of pages9
JournalIEEE Transactions on Signal Processing
Volume42
Issue number2
DOIs
StatePublished - Feb 1994

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering

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