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Cross Moments and Their Applications

Toshinori YOSHIKAWA, Satoru KIJIMA, Izumi IIDA

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Summary :

The waveform moments are used for analyzing the various types of signal waves. The ordinary moments can't properly express the characteristics of the given signal sequence, because they are calculated with simple summation formulas of the original signal values and the positive and negative values may cancel each other. So we define the power moments which utilize the square of signal in order to prevent the above defect. Moreover, the cross moments which evaluate the product of signals are derived as more generalized definitions. The cross moments can evaluate not only the characteristics of signal power but also the relations between two signals. Further, we extend the cross moments to the blockwise cross moments and the multicross moments, and then derive the corresponding expressions in frequency domain. Finally, we illustrate the usefulness of the cross moments with some application examples.

Publication
IEICE TRANSACTIONS on transactions Vol.E73-E No.3 pp.373-378
Publication Date
1990/03/25
Publicized
Online ISSN
DOI
Type of Manuscript
PAPER
Category
Foundations of Signal Theory and Communication Theory

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