Modelling correlation of an ensemble

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Two methods have been derived for modelling of uncertain correlation in an ensemble of quantities. One is designed for an unordered ensemble and is valid for Gaussian and non-Gaussian distributions, the second is designed for a Markov sequence, and is valid for a Gaussian distribution. When applied to speech the results for the first method based on an unordered ensemble demonstrate that the traditional assumption in speech that the correlation between frames can be neglected is invalid. The correlation is on average is close to 80% of the maximum possible correlation between the frames. This application demonstrates that this method can be used effectively to solve problems when correlation in an ensemble is important, but is unknown.

Original languageEnglish
Title of host publicationProceedings of the IEEE Signal Processing Workshop on Higher-Order Statistics, SPW-HOS 1999
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages349-352
Number of pages4
ISBN (Electronic)0769501400, 9780769501406
DOIs
Publication statusPublished - 01 Jan 1999
Event1999 IEEE Signal Processing Workshop on Higher-Order Statistics, SPW-HOS 1999 - Caesarea, Israel
Duration: 14 Jun 199916 Jun 1999

Publication series

NameProceedings of the IEEE Signal Processing Workshop on Higher-Order Statistics, SPW-HOS 1999

Conference

Conference1999 IEEE Signal Processing Workshop on Higher-Order Statistics, SPW-HOS 1999
CountryIsrael
CityCaesarea
Period14/06/199916/06/1999

ASJC Scopus subject areas

  • Signal Processing
  • Statistics and Probability

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