Skip to main content
Log in

On cross-correlation function evaluation from a periodically time-varying digital filter's output

  • Published:
Circuits, Systems and Signal Processing Aims and scope Submit manuscript

Abstract

Concise mathematical models are established for one-dimensional, linear, periodically time-varying digital filters. The three representations considered include linear difference equations, Green's function, and state-space structures. Linear time-invariant equivalent descriptions are then formulated, and from these, for the particular case of a white noise input, various analytical expressions are derived for both the cross-power spectral density functions and cross-correlation functions of the filter's subsampled output. These results are compared and contrasted with similar formulas for a linear time-invariant system.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. J. S. Bendat and A. G. Piersol,Engineering Applications of Correlation and Spectral Analysis, John Wiley, New York, 1980.

    Google Scholar 

  2. W. R. Bennett, Statistics of regenerative digital transmission.,Bell System Tech. J., 37, 1501–1542, 1958.

    Google Scholar 

  3. H. D. D'Angelo,Linear Time-Varying Systems: Analysis and Synthesis, Allyn & Bacon, Boston, MA, 1970.

    Google Scholar 

  4. B. A. Francis and T. T. Georgiou, Stability theory for linear time-invariant plants with periodic digital controllers,IEEE Trans. Auto. Control, 33, 820–832, 1988.

    Google Scholar 

  5. W. A. Gardner,Introduction to Random Processes, 2nd ed., McGraw-Hill, New York, 1989.

    Google Scholar 

  6. W. A. Gardner,Cyclostationarity in Communications, IEEE Press, Washington, D.C., 1994.

    Google Scholar 

  7. R. Ishii and M. Kakishita, A design method for a periodically time-varying digital filter for spectrum scrambling,IEEE Trans. Acoust., Speech, Signal Processing, 38, 1219–1222, 1990.

    Google Scholar 

  8. P. H. Jones and W. M. Brelsford, Time series with periodic structure.,Biometrika, 54, 403–408, 1964.

    Google Scholar 

  9. K. S. Joo and T. Bose, Two-dimensional periodically shift-invariant digital filters,IEEE Trans. Circuits and Systems Video Technology, 6, 97–107, 1996.

    Google Scholar 

  10. E. I. Jury and F. J. Mullin, A note on the operational solution of linear difference equations,J. Franklin Institute, 266, 189–205, 1958.

    Google Scholar 

  11. E. I. Jury and F. J. Mullin, The analysis of sampled-data control systems with a periodically time-varying sampling rate,IRE Trans. Auto. Control, 4, 15–21, 1959.

    Google Scholar 

  12. S. M. Kay,Modern Spectral Estimation: Theory and Applications, Prentice-Hall, Englewood Cliffs, NJ, 1988.

    Google Scholar 

  13. R. E. Leonard and C. M. Loeffler, Bandwidth compression with periodically time-varying FIR filters,Proc. ICASSP, Tokyo, 2551–2554, 1986.

  14. D. M. Madelbaum, On cyclically time-varying autoregressive digital filters,Circuits, Systems and Signal Processing, 16, 91–106, 1997.

    Google Scholar 

  15. D. C. McLernon, Periodically time-varying two-dimensional systems,IEE Electronics Letters, 26, 412–413, 1990.

    Google Scholar 

  16. D. C. McLernon, A new method for the elimination of two-dimensional limit cycles in first-order structures,IEE Proc-G, 138, 541–550, 1991.

    Google Scholar 

  17. D. C. McLernon, Analysis of LMS algorithm with inputs from cyclostationary random processes,IEE Electronics Letters 27, 514–515, 1991.

    Google Scholar 

  18. D. C. McLernon, Parametric modelling of cyclostationary processes,Int. J. Electronics, 72, 383–399, 1992.

    Google Scholar 

  19. D. C. McLernon, Time-varying two-dimensional state-space structures,IEE Proceedings: Circuits, Devices and Systems, 142, 120–124, 1995.

    Google Scholar 

  20. D. C. McLernon, Finite wordlength effects in two-dimensional multirate periodically time-varying filters,IEE Proceedings: Circuits, Devices and Systems, 144, 277–283, 1997.

    Google Scholar 

  21. D. C. McLernon and R. A. King, A multiple-shift time-varying, two-dimensional filter,IEEE Trans. Circuits and Systems, 37, 120–127, 1990.

    Google Scholar 

  22. R. A. Meyer and C. S. Burrus, A unified analysis of multirate and periodically time-varying digital filters,IEEE Trans Circuits and Systems, 22, 162–168, 1975.

    Google Scholar 

  23. E. Parzen and M. Pagano, An approach to modelling seasonally stationary time-series,J. Econometrics, 9, 136–153, 1979.

    Google Scholar 

  24. J. S. Prater and C. M. Loeffler, Analysis and design of periodically time-varying IIR filters, with application to transmultiplexing,IEEE Trans. Acoust., Speech, Signal Processing, 40, 2715–2725, 1992.

    Google Scholar 

  25. J. A. Richards,Analysis of Periodically Time-Varying Systems, Springer-Verlag, Berlin, 1983.

    Google Scholar 

  26. R. A. Roberts and C. T. Mullis,Digital Signal Processing, Addison-Wesley, Reading, MA, 1987.

    Google Scholar 

  27. D. G. Tucker,Circuits with Periodically Varying Parameters, Macdonald, London, 1964.

    Google Scholar 

  28. P. P. Vaidyanathan, Multirate digital filters, filter banks, polyphase networks, and applications: A tutorial,Proc. IEEE, 78, 57–93, 1990.

    Google Scholar 

  29. P. P. Vaidyanathan,Multirate Systems and Filter Banks, Prentice-Hall, Englewood Cliffs, NJ, 1993.

    Google Scholar 

  30. P. P. Vaidyanathan and S. K. Mitra, Polyphase networks, block digital filtering, LPTV systems, and alias-free QMF banks: A unified approach based on pseudocirculants,IEEE Trans. Acoust., Speech, Signal Processing, 36, 381–391, 1988.

    Google Scholar 

  31. A. V. Vecchia, Periodic autoregressive-moving average (parma) modeling with applications to water resources,Water Resources Bull, 21, 721–730, 1985.

    Google Scholar 

  32. M. Vetterli, A theory of multirate filter banks,IEEE Trans. Acoust., Speech, Signal Processing, 35, 356–371, 1987.

    Google Scholar 

  33. M. Vetterli and J. Kovacevic,Wavelets and Subband Coding, Prentice-Hall, Englewood Cliffs, NJ, 1995.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

McLernon, D.C. On cross-correlation function evaluation from a periodically time-varying digital filter's output. Circuits Systems and Signal Process 17, 495–515 (1998). https://doi.org/10.1007/BF01201505

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01201505

Keywords

Navigation