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The correlation function of Gaussian noise passed through nonlinear devices

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This paper is concerned with the output autocorrelation functionR^{y}of Gaussian noise passed through a nonlinear device. An attempt is made to investigate in a systematic way the changes inR^{y}when certain mathematical manipulations are performed on some given device whose correlation function is known. These manipulations are the "elementary combinations and transformations" used in the theory of Fourier integrals, such as addition, differentiation, integration, shifting, etc. To each of these, the corresponding law governingR^{y}is established. The same laws are shown to hold for the envelope of signal plus noise for narrow-band noise with spectrum symmetric about signal frequency. Throughout the text and in the Appendix it is shown how the results can be used to establish unknown correlation function quickly with main emphasis on power-law devicesy = x^{m}withmeither an integer or half integer. Some interesting recurrence formulas are given. A second-order differential equation is derived which serves as an alternative means for calculatingR^{y}.

Published in:

Information Theory, IEEE Transactions on  (Volume:15 ,  Issue: 4 )

Date of Publication:

Jul 1969

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