there.
Let me have a noisy speech signal $y(k)$ as below.
$$ y(k) = x(k) + v(k) $$
where, $k$ is the discrete-time index, $x(k)$ is clean speech signal, $v(k)$ is a zero-mean random process, uncorrelated with $x(k)$ e.g. white noise.
If we put into this as a vector form:
$$ \textbf{y} (k) = \textbf{x}(k)+\textbf{v}(k)$$
where,
$$ \textbf{y}(k) = [y(k) \text{ }\ y(k-1) \text{ }\ ... \text{ }\ y(k-L+1)]^T,$$
$L$ is a length of vector.
If we try to calculate the correlation matrix of size $L \times\ L$, the noisy speech signal can be written as
$$ \textbf{R}_y = E[\textbf{y}(k)\textbf{y}^T(k)] = \textbf{R}_x+\textbf{R}_v.$$
Also, $\textbf{R}_x = E[\textbf{x}(k)\textbf{x}^T(k)]$, $\textbf{R}_v = E[\textbf{v}(k)\textbf{v}^T(k)]$.
However, the speech signal is not the stationary signal but the transient signal. This correlation matrix also can be used for calculating MVDR(Minimum Variance Distortionless Response) process.
Here is what I want to know.
Because $\textbf{y}(k)$ is not the stationary signal, I think there is a method for calculating the correlation matrix for transient signal.
How can we calculate the cross-correlation matrix for transient signal?
Thank you in advance.
Above article is in the below. If there is any problem, I do delete this post. Thank you.
Jingdong Chen, Jacob Benesty, Yiteng Huang, and Tomas Gaensler(2011), "On single channel noise reduction in the time domain," Acoustics, Speech and Signal Processing (ICASSP), 2011 IEEE International Conference on, On page(s): 277 - 280.