TY - JOUR
T1 - Expected number of maxima in the envelope of a spherically invariant random process
AU - Abdi, Ali
AU - Nader-Esfahani, Said
N1 - Funding Information:
Manuscript received October 21, 1999; revised January 10, 2003. This work has been supported in part by Grant no. 612-1-204 of the University of Tehran. Parts of this work have been presented in IEEE Int. Symp. Inform. Theory, Whistler, B.C., Canada, 1995, and Ulm, Germany, 1997. A. Abdi is with the Department of Electrical and Computer Engineering, New Jersey Institute of Technology, Newark, NJ 07102 USA (e-mail: [email protected]). S. Nader-Esfahani is with the Department of Electrical and Computer Engineering, University of Tehran, Tehran, Iran. Communicated by T. Fuja, Associate Editor At Large. Digital Object Identifier 10.1109/TIT.2003.810662
PY - 2003/5
Y1 - 2003/5
N2 - In many engineering applications, specially in communication engineering, one encounters a bandpass non-Gaussian random process, with a slowly varying envelope. Among the available models for non-Gaussian random processes, spherically invariant random processes (SIRP's) play an important role. These processes are of interest mainly due to the fact that they allow one to relax the assumption of Gaussianity, while keeping many of its useful characteristics. In this paper, we have derived a simple and closed-form formula for the expected number of maxima of a SIRP envelope. Since Gaussian random processes are special cases of SIRP's, this formula holds for Gaussian random processes as well. In contrast with the available complicated expression for the expected number of maxima in the envelope of a Gaussian random process, our simple result holds for an arbitrary power spectrum. The key idea in deriving this result is the application of the characteristic function, rather than the probability density function, for calculating the expected level crossing rate of a random process.
AB - In many engineering applications, specially in communication engineering, one encounters a bandpass non-Gaussian random process, with a slowly varying envelope. Among the available models for non-Gaussian random processes, spherically invariant random processes (SIRP's) play an important role. These processes are of interest mainly due to the fact that they allow one to relax the assumption of Gaussianity, while keeping many of its useful characteristics. In this paper, we have derived a simple and closed-form formula for the expected number of maxima of a SIRP envelope. Since Gaussian random processes are special cases of SIRP's, this formula holds for Gaussian random processes as well. In contrast with the available complicated expression for the expected number of maxima in the envelope of a Gaussian random process, our simple result holds for an arbitrary power spectrum. The key idea in deriving this result is the application of the characteristic function, rather than the probability density function, for calculating the expected level crossing rate of a random process.
KW - Characteristic function
KW - Envelope
KW - Gaussian processes
KW - Level crossing problems
KW - Maxima of the envelope
KW - Spherically invariant processes
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U2 - 10.1109/TIT.2003.810662
DO - 10.1109/TIT.2003.810662
M3 - Article
AN - SCOPUS:0038530712
SN - 0018-9448
VL - 49
SP - 1369
EP - 1371
JO - IEEE Transactions on Information Theory
JF - IEEE Transactions on Information Theory
IS - 5
ER -