An efficient technique for high correlation estimation
Abstract
Two sum-based estimators are proposed as fast, accurate methods for estimating the normalized acf of stationary processes. For Gaussian processes, their performances are evaluated in terms of bias and covariance, and are compared to the ones of the conventional Direct estimator and of the Hybrid-Sign and the Polarity Coincidence fast methods. For high correlation values, the proposed estimators exhibit the same accuracy as the Direct estimator.
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- Authors
- Jacovitti, G., & Cusani, R.
- Affiliations
- Sapienza University of Rome (IT)
- University of Rome Tor Vergata (IT)
- ORCID
- Cusani, R.
- Venue
- IEEE Transactions on Acoustics, Speech, and Signal Processing
- Published
- 1987-05
- Volume
- 35
- Issue
- 5
- Pages
- 654-660
- ISSN
- 0096-3518 (ISSN-L)
- OpenAlex
- W2136972551
- Cited by
- 15
- References
- 12
- Citations by year
- 2023: 1
- FWCI
- 1.02
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- IEEE Transactions on Acoustics Speech and Signal Processing (publishedVersion)
- IRIS Research product catalog (Sapienza University of Rome) (submittedVersion)
- Topics
- Physical Sciences › Engineering › Computational Mechanics › Advanced Adaptive Filtering Techniques
- Physical Sciences › Computer Science › Signal Processing › Digital Filter Design and Implementation
- Physical Sciences › Computer Science › Signal Processing › Speech and Audio Processing
- Keywords
- autocorrelation estimation, stationary processes, Gaussian processes, estimation bias
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