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.2011.04.031zbMath1295.94003OpenAlexW2020622020MaRDI 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

estimatesHilbert transformcyclostationary 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)

Related Items (1)

Certain Periodically Correlated Multicomponent Locally Stationary Processes

Cites Work

• Representation of strongly harmonizable periodically correlated processes and their covariances
• Least squares method for statistical analysis of polyrhythmics
• Nonparametric time series analysis for periodically correlated processes
• Characterization of cyclostationary random signal processes
• Periodically Correlated Random Sequences
• The distribution of the sequential decoding computation time
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