Correlation autoregressive processes with application to helicopter noise

Abstract

This paper introduces a new class of random processes X(t), the autocorrelations R sub x (t1, t2) of which satisfy a linear relation for all t1 and t2 in some interval of the time axis. Such random processes are denoted as 'correlation-autoregressive'. This class is shown to include the familiar stationary and periodically correlated processes as well as many other, both harmonizable and nonharmonizable, nonstationary processes. When a process is correlation-autoregressive for all times and harmonizable, its two-dimensional power spectral density is shown to take a particularly simple form. The relationship of such processes to the class of stationary processes is examined. In addition, the application of such processes in the analysis of typical helicopter noise signals is described.