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Abstract:
The triple correlation C[k,m] is of the class of higher-order statistics and is used in a number of signal processing applications. Its computational requirements are of the order of (K.M.N.) and in any practical situation this amounts to a significant burden. The algorithm we present in this paper exploits the redundancy of the product terms to derive a factorized expression for C[k,m] that results in a reduced number of multiplications (and overall operations). The savings depend on the relationships between the 2 lags and the number of time samples. Details for each case are provided and numerical examples illustrate the algorithm's effectiveness.
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