Abstract

The joint probability density of the envelope of a Gaussian process at two different times is expanded by the use of Hardy's identity into a series involving Laguerre polynomials. It is shown how this result may be used to estimate the cross-correlation function of the output of two quite general envelope-distorting filters. A generalization of this result, involving the use of the associated Laguerre polynomials, is obtained and applied to the calculation of a cross-correlation function which involves both the phase and envelope of the process at two points in time.

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