Linear filtration methods for statistical analysis of periodically correlated random processes. I: Coherent and component methods and their generalization. II: Harmonic series representation

DOI10.1016/J.SIGPRO.2011.04.031MaRDI QIDQ634869zbMATH OpenOpenAlexFDO

Authors Juan-Miguel Gracia

Publication date 17 August 2011

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2011.09.030

zbMATH Keywords

Hilbert transformestimatescyclostationary processesharmonic series representationlinear filtration methodsperiodically correlated random processes

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

• scientific article; zbMATH DE number 733051 (Why is no real title available?)
• scientific article; zbMATH DE number 3204169 (Why is no real title available?)
• Characterization of cyclostationary random signal processes
• Least squares method for statistical analysis of polyrhythmics
• Nonparametric time series analysis for periodically correlated processes
• Periodically Correlated Random Sequences
• Representation of strongly harmonizable periodically correlated processes and their covariances
• The distribution of the sequential decoding computation time

Cited in

(5)

• Morphological and other research techniques for almost cyclic time series as applied to \(\mathrm{CO}_2\) concentration series
• A note on the coherence-based signal-to-noise ratio estimation in systems with periodic inputs
• Coherent covariance analysis of periodically correlated random processes
• Component covariance analysis for periodically correlated random processes
• Certain periodically correlated multicomponent locally stationary processes

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