Abstract: The device determines the weighting coefficients to be applied to N digital source signals to form a composite signal. The first- to third-order moments of the composite signal must respectively present mean value, variance and skewness characteristics predefined by a user. The device introduces an additional variable, in the form of a weighting matrix W. The vector w being the vector of the weighting coefficients and wT the transpose of the vector w, the difference W?wwT is a positive semidefinite matrix. Moreover, the device performs linearization, around a vector wref of reference weighting coefficients, of the skewness constraint on the third-order moments using a matrix A = [ W w w T 1 ] as further intermediate variable.
Abstract: The device determines the weighting coefficients to be applied to N digital source signals to form a composite signal. The first- to third-order moments of the composite signal must respectively present mean value, variance and skewness characteristics predefined by a user. The device introduces an additional variable, in the form of a weighting matrix W. The vector w being the vector of the weighting coefficients and wT the transpose of the vector w, the difference W?wwT is a positive semidefinite matrix. Moreover, the device performs linearization, around a vector wref of reference weighting coefficients, of the skewness constraint on the third-order moments using a matrix A = [ W w w T 1 ] as further intermediate variable.