復(fù)循環(huán)平穩(wěn)的非平穩(wěn)信號的非參數(shù)譜估計(jì)
NONPARAMETRIC SPECTRAL ESTIMATORS FOR SECOND ORDER (ALMOST) CYCLOSTATIONARY COMPLEX PROCESSES
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摘要: 復(fù)準(zhǔn)循環(huán)平穩(wěn)信號為具有準(zhǔn)周期時(shí)變統(tǒng)計(jì)特性的復(fù)隨機(jī)信號,它對研究信息系統(tǒng)中的一些非高斯過程有重要意義。本文提出了平滑周期圖作為離散時(shí)間復(fù)循環(huán)平穩(wěn)過程的循環(huán)譜估計(jì),并從理論上證明了該估計(jì)為相容估計(jì),還導(dǎo)出了其漸近協(xié)方差表達(dá)式。Abstract: Second-order almost cyclostationary complex processes are complex random signals with almost periodically time-varying statistics. Smoothed periodograms are proposed for discrete-time complex 2nd-order cyclostationary processes as cyclic spectral estimation and are shown to be consistent. Asymptotic covariance expressions are derived along with their computable forms.
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Dandawate A V,Giannakis G B. IEEE Trans. on IT, 1994, IT-40(1):67-84.[2]Brillinger D R. Time Series: Data Analysis and Theory. San Francisco, CA: Holden-Day, 1981,1-30.[3]Brillinger D R, Rosenblatt M. Asymptotic Theory of Estimates of k-th Order Spectra, in Spectral Analysis of Time Series, ed. B. Harris, New York: Wiley, 1967, 153-188.[4]Swami A. Signal Processing, 1994, 36(3):355-373. -
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