Characterization of cyclostationary random signal processes

DOI10.1109/TIT.1975.1055338MaRDI QIDQ4049993zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)

Cited in

(37)

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• Local identifiability of time-invariant linear systems by periodic test signals
• Multi-goal analysis of a short-run reservoir operation
• On the spectrum of correlation autoregressive sequences
• Continuous time periodically correlated processes: Spectrum and prediction
• The modified Yule-Walker method for \(\alpha\)-stable time series models
• A new method to detect periodically correlated structure
• Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models
• First-order seasonal autoregressive processes with periodically varying parameters
• Stability of the quantized LMS algorithm
• Probabilistic models and investigation of hidden periodicities
• Analysis of 2-D state-space periodically shift-variant discrete systems
• 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
• Correlation theory of almost periodically correlated processes
• ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS
• Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model
• PARSIMONIOUS PERIODIC TIME SERIES MODELING
• Robust Estimation For Periodic Autoregressive Time Series
• scientific article; zbMATH DE number 3818781 (Why is no real title available?)
• Periodic solutions of Riccati equations applied to multirate sampling
• Line spectral analysis for harmonizable processes
• PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS
• Bootstrapping periodically autoregressive models
• Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models
• ESTIMATION OF THE PERIOD OF PERIODICALLY CORRELATED SEQUENCES
• Empirical study of robust estimation methods for PAR models with application to the air quality area
• Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients
• Detecting Intraday Periodicities with Application to High Frequency Exchange Rates
• Representation of strongly harmonizable periodically correlated processes and their covariances
• Seismic waves and correlation autoregressive processes
• Seasonal count time series
• 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
• New blind separation criterion for second order cyclostationary sources
• Symmetry-constrained forecasting of periodically correlated energy processes
• The simple pendulum and the periodic LQG control problem
• Robust estimation of periodic autoregressive processes in the presence of additive outliers

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