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.2011.09.030 10.1016/j.sigpro.2011.04.031; 10.1016/j.sigpro.2011.09.030zbMath1295.94003MaRDI QIDQ634869

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

estimates; Hilbert transform; cyclostationary processes; harmonic series representation; linear filtration methods; periodically correlated random processes

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

94A12: Signal theory (characterization, reconstruction, filtering, etc.)