On the Wold decomposition of discrete-time cyclostationary processes

DOI10.1109/78.771051zbMath0973.60037OpenAlexW2145096903MaRDI QIDQ2723638

Ferrari-Trecate, Giancarlo, De Nicolao, Giuseppe

Publication date: 8 July 2001

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/521ca3a758bfd468456635f336dbd0b857bb8af5

zbMATH Keywords

predictionstochastic processescyclostationary processesstate space methodspoles and zeroes

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Prediction theory (aspects of stochastic processes) (60G25)

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