Estimation of Correlation Functions by the Random DEC Technique
Rune Brincker, Steen Krenk, Jakob Laigaard Jensen · VBN Forskningsportal (Aalborg Universitet) · 1990
The Random Dec Technique is a versatile technique for characterization of random signals in the time domain. In this paper a short review of the most important properties of the technique is given. The review is mainly based on recently achieved results that are still unpublished, or that has just been published. In the review theoretical results are given, including results for general trig conditions, fundamental solutions for the case of Gaussian processes, and closed form solutions for the variance of the Random Dec signature. The potential of the technique is illustrated by application of the level trig condition on simulated data. The technique proves to be accurate and fast compared to traditional FFT analysis.