Abstract
The Discrete Cosine Transform (DCT) is used in a large variety of applications, due to its near-optimal properties for representing and decorrelating random signals. This paper describes a useful but relatively unknown property of this transform, when applied to weakly stationary signals. The transformed autocorrelation matrix has half of its elements equal to zero. This means that it is possible to improve current DCT signal processing systems by means of more efficient implementation and algorithms.
Mathematics Subject Classification (2000).Primary 60G10; Secondary 47A05.
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Martinez-Garcia, M. (2012). On the Discrete Cosine Transform of Weakly Stationary Signals. In: Ball, J., Curto, R., Grudsky, S., Helton, J., Quiroga-Barranco, R., Vasilevski, N. (eds) Recent Progress in Operator Theory and Its Applications. Operator Theory: Advances and Applications(), vol 220. Springer, Basel. https://doi.org/10.1007/978-3-0348-0346-5_12
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DOI: https://doi.org/10.1007/978-3-0348-0346-5_12
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