Characterization of cyclostationary random signal processes

DOI10.1109/TIT.1975.1055338zbMath0296.62084OpenAlexW2154670154MaRDI QIDQ4049993

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

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) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items

The modified Yule-Walker method for \(\alpha\)-stable time series models, Correlation theory of almost periodically correlated processes, Stability of the quantized LMS algorithm, ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS, Empirical study of robust estimation methods for PAR models with application to the air quality area, Probabilistic models and investigation of hidden periodicities, Analysis of 2-D state-space periodically shift-variant discrete systems, Bootstrapping periodically autoregressive models, Seasonal count time series, A new method to detect periodically correlated structure, PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS, Linear filtration methods for statistical analysis of periodically correlated random processes. I: Coherent and component methods and their generalization. II: Harmonic series representation, Local identifiability of time-invariant linear systems by periodic test signals, Periodic solutions of Riccati equations applied to multirate sampling, Unnamed Item, 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, Line spectral analysis for harmonizable processes, Seismic waves and correlation autoregressive processes, Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models, Detecting Intraday Periodicities with Application to High Frequency Exchange Rates, Representation of strongly harmonizable periodically correlated processes and their covariances, Robust estimation of periodic autoregressive processes in the presence of additive outliers, Robust Estimation For Periodic Autoregressive Time Series, Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients, ESTIMATION OF THE PERIOD OF PERIODICALLY CORRELATED SEQUENCES, Multi-goal analysis of a short-run reservoir operation, Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models, Aggregation and systematic sampling of periodic ARMA processes, On the spectrum of correlation autoregressive sequences, First-order seasonal autoregressive processes with periodically varying parameters, Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model, PARSIMONIOUS PERIODIC TIME SERIES MODELING, The simple pendulum and the periodic LQG control problem, Continuous time periodically correlated processes: Spectrum and prediction