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.2011.04.031zbMATH Open1295.94003OpenAlexW2020622020MaRDI QIDQ634869FDOQ634869

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

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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)

Cites Work

• Periodically Correlated Random Sequences
• Nonparametric time series analysis for periodically correlated processes
• Title not available (Why is that?)
• Characterization of cyclostationary random signal processes
• The distribution of the sequential decoding computation time
• Representation of strongly harmonizable periodically correlated processes and their covariances
• Least squares method for statistical analysis of polyrhythmics
• Title not available (Why is that?)

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
• Certain periodically correlated multicomponent locally stationary processes
• Component covariance analysis for periodically correlated random processes

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