Fast communication: On second-order statistics of log-periodogram and cepstral coefficients for processes with mixed spectra

Authors:
Chengshi Zheng
Affiliations:
Key Laboratory of Noise and Vibration Research, Institute of Acoustics, Chinese Academy of Sciences, 100190 Beijing, China
Venue:
Signal Processing
Year:
2012

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Abstract

This paper studies the impact of multiple sinusoids on the statistical properties of log-periodogram and cepstral coefficients. We derive explicit expressions for the means and the covariances of both the log-periodogram and cepstral coefficients for processes with mixed spectra. The numerical simulations are given to verify the analytical results.