Synthesis of Multichannel Autoregressive Random Processes and ErgodicityConsiderations

摘要

In this paper, a method is presented for synthesizing multichannel autogressiverandom processes. The procedure allows for variable temporal and cross-correlation properties subject to specific constraint conditions for correlation functions. Expressions for the ergodic series are also developed providing a performance measure to specify the sample integration sizes required to achieve a specific variance of the time-averaged correlation function estimates. A unique aspect of this development is the determination of the functional dependence of the ergodic series in terms of the temporal correlation and variances of the processes. As a result, this analysis provides an analytic description which