Bounds on second and higher order correlations forbandlimited random processes

Tania Stathaki · Electronics Letters · 1996

The bandlimited nature of a random signal imposes certain bounds on the autocorrelation and higher order moments of the signal. Some of the bounds on the autocorrelations are already known, for which additional bounds have been outlined by these authors elsewhere. The aim of the Letter is to explore the additional bounds further with the view first to make them tighten and secondly to derive further bounds for more practical applications.

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