On Second Order Statistics and Linear Estimation of Cepstral Coeecients

Explicit expressions for the second order statistics of cepstral components representing clean and noisy signal waveforms are derived. The noise is assumed additive to the signal, and the spectral components of each process are assumed statistically independent complex Gaussian random variables. The key result developed here is an explicit expression for the cross-covariance between the log-periodograms of the clean and noisy signals. In the absence of noise, this expression is used to show that the covariance matrix of cepstral components representing N signal samples, is a xed signal independent matrix, which approaches a diagonal matrix at a rate of 1=N. In addition, the cross-covariance expression is used to develop an explicit linear minimum mean square error estimator for the clean cepstral components given noisy cepstral components. Recognition results on the English digits using the xed covariance and linear estimator are presented.