On a property of the PARCOR coefficients of stationary processes having Gaussian-shaped acf

The function e -x2 has many well-known mathematical properties. Here it is shown that if a stationary process has a Gaussian-shaped acf, then its PARCOR coefficients decay exponentially.

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Bibliographic Details
Published inProceedings of the IEEE Vol. 75; no. 7; pp. 960 - 961
Main Authors Jacovitti, G., Scarano, G.
Format Journal Article
LanguageEnglish
Published New York, NY IEEE 01.07.1987
Institute of Electrical and Electronics Engineers
Subjects
Active filters
Applied sciences
Circuit simulation
Exact sciences and technology
Gaussian processes
Information, signal and communications theory
MOS capacitors
MOSFET circuits
Principal component analysis
Resistors
Solid state circuits
Switches
Telecommunications and information theory
Voltage
Signal processing
Stationary signal
Gaussian signal
Radar
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Summary:The function e -x2 has many well-known mathematical properties. Here it is shown that if a stationary process has a Gaussian-shaped acf, then its PARCOR coefficients decay exponentially.
ISSN:0018-9219
1558-2256
DOI:10.1109/PROC.1987.13829