Second-order statistics of stochastic spline signals

Authors:
André Neubauer
Affiliations:
Infineon Technologies AG, Wacholderstraße 7, D-40489 Düsseldorf, Germany
Venue:
Signal Processing
Year:
2004

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Abstract

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.