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Quantitative correlation test of colored noise using differentiation method

  • Jiao Ma*
  • , Junhao Xie
  • *Corresponding author for this work
  • School of Electronics and Information Engineering, Harbin Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Although the algorithms for testing the correlation of colored noise have been widely used to test whether it is correlated, there are no quantitative researches for the differences between the practical correlation and the desired correlation. A new method for quantitative correlation test of colored noise is proposed in this paper - the differentiation method. The theoretical analysis shows that if the residual sequence is a white noise sequence, the desired correlation function is differed by the correlation function of the residual sequence from the practical correlation function, which is verified by the simulation result. So the quantitative correlation test of colored noise is implemented by testing whether the subtraction of the practical and the desired correlation functions is correlation function of a white noise sequence.

Original languageEnglish
Title of host publicationProceedings - 2012 9th International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2012
Pages1882-1886
Number of pages5
DOIs
StatePublished - 2012
Externally publishedYes
Event2012 9th International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2012 - Chongqing, China
Duration: 29 May 201231 May 2012

Publication series

NameProceedings - 2012 9th International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2012

Conference

Conference2012 9th International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2012
Country/TerritoryChina
CityChongqing
Period29/05/1231/05/12

Keywords

  • colored noise
  • desired correlation
  • differentiation method
  • practical correlation

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