On cross-correlation function evaluation from a periodically time-varying digital filter's output
type: Item
instance of: scholarly article
title: On cross-correlation function evaluation from a periodically time-varying digital filter's output
zbMATH Open document ID: 0916.93048
DOI: 10.1007/BF01201505
author: Desmond C. McLernon
published in: Circuits, Systems, and Signal Processing
publication date: 1999-01-03T00:00:00Z
review text: The aim of the paper is to provide a general, clear, and concise description of the mathematical models supporting the 1D linear, periodically time-varying (LPTV) digital filters. The three representations investigated include linear difference equations, Green's function, and state-space structures. Linear time-invariant equivalent descriptions are then formulated and, for the particular case of a white noise input, various analytical expressions are derived for both the cross-power spectral density functions and cross-correlation functions of the filter's subsampled output. It turns out, e.g., that first-order auto-regressive filters are a very particular case of LPTV filters. Comparing and contrasting the results for LPTV filters with similar results for linear time-invariant filters or other particular processes may provide a better insight into the fundamental properties of LPTV systems.
reviewed by: Neculai Curteanu
Mathematics Subject Classification ID: 93C62
Mathematics Subject Classification ID: 93C99
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 1234720
zbMATH Keywords: periodic digital filters
zbMATH Keywords: linear difference equations
zbMATH Keywords: Green's function
zbMATH Keywords: spectral density functions
zbMATH Keywords: cross-correlation functions
zbMATH Keywords: first-order auto-regressive filters
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01201505
OpenAlex ID: W2001112236
description: scientific article; zbMATH DE number 1234720