Zero-crossing rates of mixtures and products of Gaussian processes

  • Authors:
  • J. T. Barnett;B. Kedem

  • Affiliations:
  • SPAWAR Syst. Center, San Diego, CA;-

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 1998

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Abstract

Formulas for the expected zero-crossing rate of non-Gaussian mixtures and products of Gaussian processes are obtained. The approach we take is to first derive the expected zero-crossing rate in discrete time and then obtain the rate in continuous time by an appropriate limiting argument. The processes considered, which are non-Gaussian but derived from Gaussian processes, serve to illustrate the variability of the zero-crossing rate in terms of the normalized autocorrelation function p(t) of the process. For Gaussian processes, Rice's formula gives the expected zero-crossing rate in continuous time as 1/π√(-ρ"(0)). We show processes exist with expected zero-crossing rates given by κ/π√(-ρ"(0)) with either κ≫1 or κ≪1. Consequently, such processes can have an arbitrarily large or small zero-crossing rate as compared to a Gaussian process with the same autocorrelation function