Add to ORKGIn this paper correlation properties of signals generated by n-dimensional nonlinear AR-filter structures are considered. For continuous-value signals (y(k) element of I = [-1,1]), which possess the n-dimensional uniform probability distribution on I"n, several analytical results for the autocorrelation function are obtained. Then the influence of the word length in discrete-value realisations as well as the variance of the results based on a finite correlation time are presented. Finally, the periodisation of signals to arbitrary periods is discussed. (orig.)Available from TIB Hannover: RR 7265(97,9) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekSIGLECommission of the European Communities, Brussel...
In this paper, we address correlation coefficients among some representative statistics of independe...
For a binary pseudorandom sequence fS i g with period N , the partial period autocorrelation functi...
We present recent advances in the development of nonlinear extensions to the minimum average correla...
Continuous-value discrete-time chaos generators based on AR filter structures and their discrete-val...
This thesis is concerned with the measurement of the characteristics of nonlinear systems by crossco...
This paper deals with the generation of chaotic signals which have a uniform probability distributio...
A method for autoregressive (AR) modeling of stationary stochastic signals has been proposed based o...
We show how to realize one-dimensional chaotic signals with the given first order autoregressive (AR...
The classical analysis of stationary time series is based on the study of autocovariances and spectr...
The thesis deals with theoretical aspects of the measurement, by correlation, of the kernels of time...
Detrended fluctuation analysis (DFA) and detrended moving average (DMA) are two scaling analysis met...
In this paper, we address correlation coefficients among some representative statistics of independe...
Pseudorandom signals of nonlinear dynamical systems are studied and the possibility of their applica...
La modélisation ou l'analyse des signaux dont la dynamique varie au cours du temps est très complexe...
The subject of the thesis is the autocorrelation structure of time series. AR(1) process is studied ...
In this paper, we address correlation coefficients among some representative statistics of independe...
For a binary pseudorandom sequence fS i g with period N , the partial period autocorrelation functi...
We present recent advances in the development of nonlinear extensions to the minimum average correla...
Continuous-value discrete-time chaos generators based on AR filter structures and their discrete-val...
This thesis is concerned with the measurement of the characteristics of nonlinear systems by crossco...
This paper deals with the generation of chaotic signals which have a uniform probability distributio...
A method for autoregressive (AR) modeling of stationary stochastic signals has been proposed based o...
We show how to realize one-dimensional chaotic signals with the given first order autoregressive (AR...
The classical analysis of stationary time series is based on the study of autocovariances and spectr...
The thesis deals with theoretical aspects of the measurement, by correlation, of the kernels of time...
Detrended fluctuation analysis (DFA) and detrended moving average (DMA) are two scaling analysis met...
In this paper, we address correlation coefficients among some representative statistics of independe...
Pseudorandom signals of nonlinear dynamical systems are studied and the possibility of their applica...
La modélisation ou l'analyse des signaux dont la dynamique varie au cours du temps est très complexe...
The subject of the thesis is the autocorrelation structure of time series. AR(1) process is studied ...
In this paper, we address correlation coefficients among some representative statistics of independe...
For a binary pseudorandom sequence fS i g with period N , the partial period autocorrelation functi...
We present recent advances in the development of nonlinear extensions to the minimum average correla...