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Construction of time-limited functions with specified autocorrelation functions
91
Citations
1
References
1964
Year
Mathematical ProgrammingStatistical Signal ProcessingEngineeringSame Autocorrelation FunctionFiltering TechniqueComputer EngineeringStochastic Dynamical SystemDigital FilterAutocorrelation FunctionTimefrequency AnalysisTimed SystemTime FunctionApproximation TheorySignal ProcessingSpecified Autocorrelation Functions
A necessary and sufficient condition is derived for a function to be the autocorrelation function of a time-limited function of specified length. A constructive procedure for determining all possible time-limited functions having the same autocorrelation function as a given time4imited function is presented. The procedure consists of passing the given time function through one out of a collection of specially tailored all-pass filters. The class of functions so generated may be either finite or infinite depending on the original time function. Specific examples of the construction procedure are given.
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