Hi Easwar
In general it is not possible to extract an arbitrary signal from its
autocorrelation function. Autocorrelation function is just a second order
representation of a signal. The signal could very well be composed of higher
order statistics. Also the signal may not even be wide-sense stationary further
complicating the issue!
Consider a simple example: If you have a stationary white noise sequence its
sample autocorrelation is just the delta function scaled by the variance
(assuming you have enough samples to compute the autocorrelation) . There is
absolutely no way you can obtain the particular realization of the white noise
sequence with just the autocorrelation sequence.
-Gokul
----- Original Message ----
From: arthanareeswaran palaniappan
To: m...
Sent: Wednesday, 9 January, 2008 7:41:54 AM
Subject: [matlab] How to convert an autocorrelation function to a signal
Hai
My project work involves conversion of PSD into its signal. I have the
variation of PSD with frequency. Using FFT I can change this PSD into
autocorrelation. Pl suggest me whether it is possible to get the signal from
its autocorrelation function, Is it so suggest me in this regards
Regards
Easwar