One Property of a Sample Autocovariance of Purely Random Sequences and Its Application
Summary :
One odd property of the purely random sequences is introduced: In the sample autocovariance of the purely random sequence the squared magnitude at the origin tends to the sum of the squared magnitudes except at the origin irrespective of the type of its probability distribution function. Further expressing the above property in the frequency domain we give the different approach to prove the known fact that the power spectrum of the purely random sequence is always different from its periodogram even if the number of sample points tend to infinity. Finally, as an application we show that the noise periodogram can be estimated from the image degraded by the additive noise.
- Publication
- IEICE TRANSACTIONS on transactions Vol.E70-E No.9 pp.823-834
- Publication Date
- 1987/09/25
- Publicized
- Online ISSN
- DOI
- Type of Manuscript
- PAPER
- Category
- Foundations of Signal Theory and Communication Theory
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Hiroshi KONDO, "One Property of a Sample Autocovariance of Purely Random Sequences and Its Application" in IEICE TRANSACTIONS on transactions,
vol. E70-E, no. 9, pp. 823-834, September 1987, doi: .
Abstract: One odd property of the purely random sequences is introduced: In the sample autocovariance of the purely random sequence the squared magnitude at the origin tends to the sum of the squared magnitudes except at the origin irrespective of the type of its probability distribution function. Further expressing the above property in the frequency domain we give the different approach to prove the known fact that the power spectrum of the purely random sequence is always different from its periodogram even if the number of sample points tend to infinity. Finally, as an application we show that the noise periodogram can be estimated from the image degraded by the additive noise.
URL: https://global.ieice.org/en_transactions/transactions/10.1587/e70-e_9_823/_p
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@ARTICLE{e70-e_9_823,
author={Hiroshi KONDO, },
journal={IEICE TRANSACTIONS on transactions},
title={One Property of a Sample Autocovariance of Purely Random Sequences and Its Application},
year={1987},
volume={E70-E},
number={9},
pages={823-834},
abstract={One odd property of the purely random sequences is introduced: In the sample autocovariance of the purely random sequence the squared magnitude at the origin tends to the sum of the squared magnitudes except at the origin irrespective of the type of its probability distribution function. Further expressing the above property in the frequency domain we give the different approach to prove the known fact that the power spectrum of the purely random sequence is always different from its periodogram even if the number of sample points tend to infinity. Finally, as an application we show that the noise periodogram can be estimated from the image degraded by the additive noise.},
keywords={},
doi={},
ISSN={},
month={September},}
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TY - JOUR
TI - One Property of a Sample Autocovariance of Purely Random Sequences and Its Application
T2 - IEICE TRANSACTIONS on transactions
SP - 823
EP - 834
AU - Hiroshi KONDO
PY - 1987
DO -
JO - IEICE TRANSACTIONS on transactions
SN -
VL - E70-E
IS - 9
JA - IEICE TRANSACTIONS on transactions
Y1 - September 1987
AB - One odd property of the purely random sequences is introduced: In the sample autocovariance of the purely random sequence the squared magnitude at the origin tends to the sum of the squared magnitudes except at the origin irrespective of the type of its probability distribution function. Further expressing the above property in the frequency domain we give the different approach to prove the known fact that the power spectrum of the purely random sequence is always different from its periodogram even if the number of sample points tend to infinity. Finally, as an application we show that the noise periodogram can be estimated from the image degraded by the additive noise.
ER -
English
