메뉴 건너뛰기




Volumn 40, Issue 1, 1994, Pages 67-84

Nonparametric Polyspectral Estimators for kth-Order (Almost) Cyclostationary Processes

Author keywords

asymptotic distribution and variance; cyclostationary sequences; higher order statistics; nonparametric cyclic polyspectrum estimation consistemcy; Nonstationary spectral analysis

Indexed keywords

COMPUTATIONAL METHODS; FREQUENCY DOMAIN ANALYSIS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; RANDOM PROCESSES; SIGNAL PROCESSING; SPECTRUM ANALYSIS; STATISTICS;

EID: 0028313927     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/18.272456     Document Type: Article
Times cited : (121)

References (43)
  • 1
    • 0023379762 scopus 로고
    • Symmetry properties of higher-order spectral densities of stationary and periodic-nonstationary stochastic processes
    • V. G. Alekseev, “Symmetry properties of higher-order spectral densities of stationary and periodic-nonstationary stochastic processes,” Problems of Information Transmission, p. 210, 1988.
    • (1988) Problems of Information Transmission , pp. 210
    • Alekseev, V.G.1
  • 2
    • 84947668125 scopus 로고
    • A survey of certain classes of non-stationary processes
    • Dec.
    • J. C. Allen, “A survey of certain classes of non-stationary processes,” Rep. Code 732, Naval Ocean Syst. Center (NOSC), San Diego, CA, Dec. 1989.
    • (1989) Rep. Code 732
    • Allen, J.C.1
  • 3
    • 0000675966 scopus 로고
    • Statistics of regenerative digital transmission
    • W. R. Bennet, “Statistics of regenerative digital transmission,” Bell Syst. Techn. J., vol. 37, pp. 1501-1542, 1958.
    • (1958) Bell Syst. Techn. J. , vol.37 , pp. 1501-1542
    • Bennet, W.R.1
  • 7
    • 3042937866 scopus 로고
    • Some history of the study of higher-order moments and spectra
    • July
    • _,”Some history of the study of higher-order moments and spectra,” Statistica Sinica, vol. 1, no. 2, pp. 465-476, July 1991.
    • (1991) Statistica Sinica , vol.1 , Issue.2 , pp. 465-476
  • 8
    • 0001092007 scopus 로고
    • Asymptotic theory of estimates of kth-order spectra
    • D. R. Brillinger and M. Rosenblatt, “Asymptotic theory of estimates of kth-order spectra,” in: Spectral Analysis of Time Series, ed. B. Harris, New York: Wiley, 1967, pp. 153-188.
    • (1967) Spectral Analysis of Time Series , pp. 153-188
    • Brillinger, D.R.1    Rosenblatt, M.2
  • 10
    • 27744549160 scopus 로고
    • Exploiting cyclostationarity and higher-order statistics in signal processes
    • Jan.
    • A. V. Dandawate, “Exploiting cyclostationarity and higher-order statistics in signal processes,” Ph.D. dissertation, Univ. Virginia, Char-lottesville, Va, Jan. 1993.
    • (1993) Ph.D. dissertation
    • Dandawate, A.V.1
  • 11
    • 0345916870 scopus 로고
    • Ergodicity and asymptotic normality for cumulant estimators of nonstationary signals
    • Rep. No. 192444B/EE91/125, June 1991; see also “Ergodic results for non-stationary processes: Cumulants, ambiguity functions and wavelets,” Proc. 25th Conf. on Informat. Sci. Syst., The Johns Hopkins Univ., Baltimore, Md, March
    • A. V. Dandawate and G. B. Giannakis, “Ergodicity and asymptotic normality for cumulant estimators of nonstationary signals,” Univ. Virginia, Rep. No. 192444B/EE91/125, June 1991; see also “Ergodic results for non-stationary processes: Cumulants, ambiguity functions and wavelets,” Proc. 25th Conf. on Informat. Sci. Syst., The Johns Hopkins Univ., Baltimore, Md, March 20-22, 1991, pp. 976-983.
    • (1991) Univ. Virginia , pp. 976-983
    • Dandawate, A.V.1    Giannakis, G.B.2
  • 12
    • 27744522955 scopus 로고
    • Polyspectral analysis of non-stationary signals: System Identification, classification, and ambiguity functions
    • July
    • “Polyspectral analysis of non-stationary signals: System Identification, classification, and ambiguity functions,” in Proc. Int. Workshop on Higher-Order Statistics, Chamrousse, France, July 1991, pp. 147-150.
    • (1991) Proc. Int. Workshop on Higher-Order Statistics , pp. 147-150
  • 13
    • 84947665053 scopus 로고
    • Nonparametric polyspectral estimators for almost periodically dependent nonstationary processes
    • Oct.
    • “Nonparametric polyspectral estimators for almost periodically dependent nonstationary processes,” Univ. Virginia, Rep. UVA/192444B/EE91/126, Oct. 1991.
    • (1991) Univ. Virginia
  • 14
    • 27744560668 scopus 로고
    • Cyclic-cumulant based identification of almost periodically time-varying systems: Parametric methods
    • Mar.
    • “Cyclic-cumulant based identification of almost periodically time-varying systems: Parametric methods,” in Proc. Int. Conf. Acoustics Speech Signal Process., vol. V, pp. 229-232, San Francisco, Ca, Mar. 23-26, 1992.
    • (1992) Proc. Int. Conf. Acoustics Speech Signal Process. , vol.5 , pp. 229-232
  • 15
    • 84947663695 scopus 로고
    • Statistical tests for presence of cyclostationarity
    • July
    • “Statistical tests for presence of cyclostationarity,” IEEE Trans. Signal Process., Jan., 1994 (accepted); see also Proc. Soc. Photo-Opt. Instr. Engr., Adv. Signal Process. Alg., Arch. Implem., San Diego, Ca, July 1992,m pp. 315-326.
    • (1992) IEEE Trans. Signal Process. , pp. 315-326
  • 16
    • 0027698940 scopus 로고
    • Nonparametric cyclic polyspectral analysis of AM signals and processes with missing observations
    • Nov.
    • “Nonparametric cyclic polyspectral analysis of AM signals and processes with missing observations, “ IEEE Trans. Inform. Theory, pp. 1864-1976, Nov. 1993.
    • (1993) IEEE Trans. Inform. Theory , pp. 1864-1976
  • 17
    • 84947662124 scopus 로고
    • Asymptotic properties of generalized sample averages and consistent cyclic-moment and cumulant estimators
    • May
    • A. V. Dandawate and G. B. Giannakis, “Asymptotic properties of generalized sample averages and consistent cyclic-moment and cumulant estimators,” Univ. Virginia, Rep. UVA/192444B/EE92/128b, May 1992.
    • (1992) Univ. Virginia
    • Dandawate, A.V.1    Giannakis, G.B.2
  • 18
    • 0017917689 scopus 로고
    • Stationarizable random processes
    • Jan.
    • W. A. Gardner, “Stationarizable random processes,” IEEE Trans. Informat. Theory, vol. IT-24, pp. 8-22, Jan. 1978.
    • (1978) IEEE Trans. Informat. Theory , vol.IT-24 , pp. 8-22
    • Gardner, W.A.1
  • 19
    • 0003764512 scopus 로고
    • Statistical Spectral Analysis: A Nonprobabilistic Theory
    • Englewood Cliffs, NJ: Prentice-Hall
    • Statistical Spectral Analysis: A Nonprobabilistic Theory. Englewood Cliffs, NJ: Prentice-Hall, 1988.
    • (1988)
  • 20
    • 0003731401 scopus 로고
    • Introduction to Random Processes
    • New York: McGraw-Hill, Chap. 12
    • Introduction to Random Processes, 2nd ed. New York: McGraw-Hill, 1990, Chap. 12.
    • (1990)
  • 21
    • 84947660763 scopus 로고
    • Spectral characterization of Nth-order cyclostationarity
    • “Spectral characterization of Nth-order cyclostationarity,” Proc. IEEE ASSP Workshop on Spectrum Estimation, New York, 1990.
    • (1990) Proc. IEEE ASSP Workshop on Spectrum Estimation
  • 22
    • 0026136724 scopus 로고
    • Exploitation of spectral redundancy in cyclostationary signals
    • Apr.
    • “Exploitation of spectral redundancy in cyclostationary signals,” in IEEE Signal Processing Magazine, pp. 14-36, Apr. 1991.
    • (1991) IEEE Signal Processing Magazine , pp. 14-36
  • 23
    • 0016424534 scopus 로고
    • Characterization of cyclostationary random processes
    • W. A. Gardner and L. E. Franks, “Characterization of cyclostationary random processes,” IEEE Trans. Informat. Theory, vol. 21, pp. 4-14, 1975.
    • (1975) IEEE Trans. Informat. Theory , vol.21 , pp. 4-14
    • Gardner, W.A.1    Franks, L.E.2
  • 25
    • 0026310259 scopus 로고
    • Polyspectral analysis of (almost) cyclostationary signals: LPTV system identification and related applications
    • Nov.
    • G. B. Giannakis and A. V. Dandawate, “Polyspectral analysis of (almost) cyclostationary signals: LPTV system identification and related applications,” in Proc. 25th Asilomar Conf Signals, Sys. Comput., Pacific Grove, Ca, Nov. 4-6, 1991, pp. 377-382.
    • (1991) Proc. 25th Asilomar Conf Signals , pp. 377-382
    • Giannakis, G.B.1    Dandawate, A.V.2
  • 26
    • 0000623599 scopus 로고
    • Periodically correlated random sequences
    • E. G. Gladyšev, “Periodically correlated random sequences,” Soviet Mathematics, vol. 2, pp. 385-388, 1961.
    • (1961) Soviet Mathematics , vol.2 , pp. 385-388
    • Gladyšev, E.G.1
  • 27
    • 2742549808 scopus 로고
    • On periodically nonstationary processes
    • L. I. Gudzenko, “On periodically nonstationary processes,” Rad. Elektr., pp. 1062-1064, 1959.
    • (1959) Rad. Elektr. , pp. 1062-1064
    • Gudzenko, L.I.1
  • 28
    • 0015982528 scopus 로고
    • Stationarizing properties of random shifts
    • H. L. Hurd, “Stationarizing properties of random shifts,” SIAM J. Appl. Math., vol. 26, no. 1, pp. 203-211, 1974.
    • (1974) SIAM J. Appl. Math. , vol.26 , Issue.1 , pp. 203-211
    • Hurd, H.L.1
  • 29
    • 0024626310 scopus 로고
    • Nonparametric time series analysis of periodically correlated processes
    • Mar.
    • “Nonparametric time series analysis of periodically correlated processes,” IEEE Trans. Informat. Theory, vol. 35, no. 2, pp. 350-359, Mar. 1989.
    • (1989) IEEE Trans. Informat. Theory , vol.35 , Issue.2 , pp. 350-359
  • 30
    • 84981406715 scopus 로고
    • Graphical methods for determining the presence of periodic correlation
    • H. L. Hurd and N. L. Gerr, “Graphical methods for determining the presence of periodic correlation,” J. Time Series Analysis, vol. 12, no. 4, pp. 337-350, 1991.
    • (1991) J. Time Series Analysis , vol.12 , Issue.4 , pp. 337-350
    • Hurd, H.L.1    Gerr, N.L.2
  • 31
    • 84947665953 scopus 로고
    • Strongly consistent and asymptotically normal estimation for the covariance for almost periodically correlated processes
    • Sept.
    • H. L. Hurd and J. Leskow, “Strongly consistent and asymptotically normal estimation for the covariance for almost periodically correlated processes,” Tech. Rep. 308 and 330, Dep. Statistics, Univ. North Carolina, Chapel Hill, NC, Sept. 1990.
    • (1990) Tech. Rep. 308 and 330
    • Hurd, H.L.1    Leskow, J.2
  • 32
    • 0025517440 scopus 로고
    • IEEE Trans. Automat. Contr
    • Jan see also IEEE Trans. Acoustics Speech Signal Process., Special Section on Higher-order Spectral Analysis, vol. 38, pp. 1238-1317, July 1990
    • IEEE Trans. Automat. Contr., Special Issue on Higher-order Spectral Analysis, vol. 35, pp. 4-56, Jan. 1990; see also IEEE Trans. Acoustics Speech Signal Process., Special Section on Higher-order Spectral Analysis, vol. 38, pp. 1238-1317, July 1990.
    • (1990) Special Issue on Higher-order Spectral Analysis , vol.35 , pp. 4-56
  • 33
    • 0014171912 scopus 로고
    • Time series with periodic structure
    • R. H. Jones and W. M. Brelsford, “Time series with periodic structure,” Biometrika, vol. 54, no. 3, pp. 403-408, 1967.
    • (1967) Biometrika , vol.54 , Issue.3 , pp. 403-408
    • Jones, R.H.1    Brelsford, W.M.2
  • 34
    • 27744494175 scopus 로고
    • Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
    • Apr.
    • J. Leskow, “Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes,” Tech. Rep. 170, Dep. Statistics Appl. Probabil., Univ. Calif., Santa Barbara, Ca, Apr. 1991.
    • (1991) Tech. Rep. 170
    • Leskow, J.1
  • 36
    • 0019595937 scopus 로고
    • A single record estimator for correlation functions of nonstationary random processes
    • July
    • V. Z. Marmarelis, “A single record estimator for correlation functions of nonstationary random processes,” in Proc. IEEE, pp. 841-842, July 1981; see also IEEE Trans. Informat. Theory, pp. 937-938, Nov. 1983.
    • (1983) Proc. IEEE , pp. 841-842
    • Marmarelis, V.Z.1
  • 38
    • 0000463404 scopus 로고
    • On spectral analysis with missing observations and amplitude modulation
    • E. Parzen, “On spectral analysis with missing observations and amplitude modulation,” SANKHYA: The Indian J. Statistics: Series A, pp. 383-392, 1963.
    • (1963) SANKHYA: The Indian J. Statistics: Series A , pp. 383-392
    • Parzen, E.1
  • 39
    • 84947660874 scopus 로고
    • Proceedings of Higher-Order Spectral Analysis Workshop, Vail, CO, 1989; see also Proc
    • July
    • Proceedings of Higher-Order Spectral Analysis Workshop, Vail, CO, 1989; see also Proc. Intl. Conf. Higher-Order Statistics, Chamrousse, France, July 1991.
    • (1991) Intl. Conf. Higher-Order Statistics, Chamrousse, France
  • 42
    • 84885468837 scopus 로고
    • Multiplicative noise models: Parameter estimation using-cumulants
    • Oct.
    • A. Swami, “Multiplicative noise models: Parameter estimation using-cumulants,” in Proc. 5th ASSP Workshop Spectral Estimation and Modeling, Rochester, NY, Oct. 1990, pp. 212-216.
    • (1990) Proc. 5th ASSP Workshop Spectral Estimation and Modeling , pp. 212-216
    • Swami, A.1
  • 43
    • 0022136566 scopus 로고
    • Periodic autoregressive-moving average (PARMA) modeling with applications to water resources
    • Oct.
    • A. V. Vecchia, “Periodic autoregressive-moving average (PARMA) modeling with applications to water resources,” Water Resources Bulletin, vol. 21, no. 5, pp. 721-730, Oct. 1985.
    • (1985) Water Resources Bulletin , vol.21 , Issue.5 , pp. 721-730
    • Vecchia, A.V.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.