Characterization of cyclostationary random signal processes
DOI10.1109/TIT.1975.1055338zbMATH Open0296.62084OpenAlexW2154670154MaRDI QIDQ4049993FDOQ4049993
Authors: Lewis E. Franks, William A. Gardner
Publication date: 1975
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.1975.1055338
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)
Cited In (35)
- Empirical study of robust estimation methods for PAR models with application to the air quality area
- PARSIMONIOUS PERIODIC TIME SERIES MODELING
- On impulsive time-varying systems with unbounded time-varying point delays: Stability and compactness of the relevant operators mapping the input space into the state and output spaces
- Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models
- Seasonal count time series
- Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models
- Multi-goal analysis of a short-run reservoir operation
- Seismic waves and correlation autoregressive processes
- The modified Yule-Walker method for \(\alpha\)-stable time series models
- Robust Estimation For Periodic Autoregressive Time Series
- Continuous time periodically correlated processes: Spectrum and prediction
- On the spectrum of correlation autoregressive sequences
- PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS
- The simple pendulum and the periodic LQG control problem
- Representation of strongly harmonizable periodically correlated processes and their covariances
- Stability of the quantized LMS algorithm
- Line spectral analysis for harmonizable processes
- Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients
- Probabilistic models and investigation of hidden periodicities
- Analysis of 2-D state-space periodically shift-variant discrete systems
- Periodic solutions of Riccati equations applied to multirate sampling
- Aggregation and systematic sampling of periodic ARMA processes
- Local identifiability of time-invariant linear systems by periodic test signals
- ESTIMATION OF THE PERIOD OF PERIODICALLY CORRELATED SEQUENCES
- Bootstrapping periodically autoregressive models
- Title not available (Why is that?)
- Robust estimation of periodic autoregressive processes in the presence of additive outliers
- Linear filtration methods for statistical analysis of periodically correlated random processes. I: Coherent and component methods and their generalization. II: Harmonic series representation
- Stochastic analysis of the diffusion least mean square and normalized least mean square algorithms for cyclostationary white Gaussian and non-Gaussian inputs
- Correlation theory of almost periodically correlated processes
- A new method to detect periodically correlated structure
- Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model
- First-order seasonal autoregressive processes with periodically varying parameters
- ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS
- Detecting Intraday Periodicities with Application to High Frequency Exchange Rates
This page was built for publication: Characterization of cyclostationary random signal processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4049993)