We address the problem of estimating the motion of a wide-band source from single passive sensor measurements, for example, estimation of the speed and position of a car moving on a road from the recording of its acoustic signature at a microphone located next to the road. We present a new computationally efficient method based on a time-varying ARMA model for Doppler-shifted random processes. ...

The strong mixing property for a sequence of random variables is interesting in its own right. It is discussed that under what conditions the strong mixing property holds for linear stochastic processes and in particular ARMA processes. Then an example of Non-Strong mixing Autoregressive Processes is discussed here.

Multi-rate digital processing [1] is today a well-established topic, extensively applied in communications, image and audio industry and other areas, for signal coding, adaptive or statistical processing etc. A special class of discrete random processes [2] are those obtained by passing white-noise through a linear digital filter—called Moving-Average (MA) for an Finite-Impulse-Response (FIR) f...