一种导出平稳正态随机序列联合四阶矩计算公式的方法  

A Method for Deriving the Formula for Calculating Joint Fourth-order Moment of Stationary Normal Random Sequences

作　　者：陈绍荣 刘郁林 徐舜 何为 CHEN Shao-rong;LIU Yu-lin;XU Shun;HE Wei(Communication Sergeants College, PLA Army Engineering University, Chongqing 400035, China;Chongqing Economic and Information Commission, Chongqing 400015, China)

机构地区：[1]陆军工程大学通信士官学校,重庆400035 [2]重庆市经信委,重庆400015

出　　处：《通信技术》2019年第10期2374-2382,共9页Communications Technology

基　　金：重庆高校创新团队建设计划资助(No.KJTD201343)~~

摘　　要：基于多维正态随机变量的特征函数的矩阵表示,给出了一种导出平稳正态随机序列联合四阶矩计算公式的方法。电子设备中的电子管或晶体管的噪声、电阻的热噪声等都是正态噪声。正态随机过程的特点是在于能够得出易于处理的解。多维正态随机变量的去相关问题具有实际意义,正态随机序列是多维正态随机变量的推广,零均值正态随机序列的联合四阶矩计算公式,在自相关函数估计和功率谱估计等方面已经得到十分广泛的应用。Based on the matrix representation of characteristic functions of multidimensional normal random variables, a method for deriving the joint fourth moment formula of stationary normal random sequences is presented. In the electronic device, the noise of the tube or transistor and the thermal noise of the resistor, etc. are all normal noises, and the normal stochastic process is characterized by the ability to derive solutions that are easy to handle. The decorrelation of multi-dimensional normal random variables has practical significance, while the normal random sequence is the generalization of multi-dimensional normal random variables, so the joint fourth moment formula of zero-mean normal random sequence is widely used in the estimation of autocorrelation function and power spectrum.

关 键 词：正态随机变量 联合概率密度 特征函数 去相关 联合四阶矩 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]