Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.13/930452
- Title
- Notions of strong ergodicity for stochastic analysis of multirate systems
- Author/Creator
-
Marelli, Damián;
Fu, Minyue
- Description
- For stochastic analysis of single-rate linear systems, a desirable property for stochastic signals is ergodicity in the mean and correlation. Unfortunately, as we show, the ergodicity property may not be preserved under downsampling and uniformly stable linear filtering. This poses a serious problem for stochastic analysis of multirate linear systems. We introduce the notion of strong ergodicity which is preserved under a number of important multirate operations including downsampling, upsampling and time-variant uniformly stable linear filtering. We provide conditions for stochastic processes to be strongly ergodic. Using this result, we show that both independent random processes and bounded deterministic signals are strongly ergodic in the mean and correlation.
- Relation
- IEEE International Conference on Acoustics, Speech, and Signal Processing, 2004 (ICASSP '04). IEEE International Conference on Acoustics, Speech, and Signal Processing, 2004 (ICASSP '04): Proceedings, Volume 2 (Montreal, Canada 17 - 21 May, 2004) p. II-933-II-936
- Publisher Link
- http://dx.doi.org/10.1109/ICASSP.2004.1326412
- Date
- 2004
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Keyword(s)
-
ergodicity;
multirate systems;
stochastic analysis;
random processes
- Resource Type
- conference paper
- Rights
- Copyright © 2004 IEEE. Reprinted from IEEE International Conference on Acoustics, Speech, and Signal Processing, 2004 (ICASSP '04): Proceedings, Volume 2. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of the University of Newcastle's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
- Identifier
- http://hdl.handle.net/1959.13/930452
- Identifier
- ISBN:0780384849
- Identifier
- ISSN:1520-6149
- Language
- eng
- Reviewed
- Full Text
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