Comparison of the cosine and Fourier transforms of Markov-1 signals
Mohammad Hamidi, Jacob Pearl · IEEE Transactions on Acoustics Speech and Signal Processing · 1976
This correspondence compares the effectiveness of the discrete cosine and Fourier transforms in decorrelating sampled signals with Markov-1 statistics. It is shown that the discrete cosine transform (DCT) offers a higher (or equal) effectiveness than the discrete Fourier transform (DFT) for all values of the correlation coefficient. The mean residual correlation is shown to vanish as the inverse square root of the sample size.