INVERTIBILITY OF HIGHER-ORDER MOMENT MATRICES

Authors
NOWAK RD VANVEEN BD
Citation
Rd. Nowak et Bd. Vanveen, INVERTIBILITY OF HIGHER-ORDER MOMENT MATRICES, IEEE transactions on signal processing, 43(3), 1995, pp. 705-708
Citations number
14
Categorie Soggetti
Acoustics
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
43
Issue
3
Year of publication
1995
Pages
705 - 708
Database
ISI
SICI code
1053-587X(1995)43:3<705:IOHMM>2.0.ZU;2-U
Abstract
Signal processing algorithms based on Volterra filter structures often require that a matrix composed of higher order moments of the underly ing process be invertible. Previously, this problem has been studied f or uncorrelated random variables. This paper establishes conditions un der which a wide class of correlated processes have invertible higher order moment matrices.