IEEE Transactions on Information Theory · 1964 · 92 citations · 1 references
EngineeringElectrical EngineeringMathematicsDynamical SystemsStochastic ProcessesTime Series AnalysisAutocorrelation AnalysisDigital Signal ProcessingSignal ProcessingAll-pass FiltersAutocorrelation FunctionBand-pass FiltersConstructionFinite Impulse Response Filters
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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