復(fù)高階周期平穩(wěn)信號(hào)的非參數(shù)多譜估計(jì)
NONPARAMETRIC POLYSPECTRAL ESTIMATORS FOR k-TH-ORDER (ALMOST) CYCLOSTATIONARY COMPLEX PROCESSES
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摘要: 本文研究利用平滑周期圖作為離散時(shí)間k階復(fù)周期平穩(wěn)過程k階循環(huán)譜估計(jì)的相容性和漸近復(fù)正態(tài)性,并導(dǎo)出了其漸近協(xié)方差表達(dá)式.Abstract: Higher-order almost cycloststionary complex processes are complex random signals with almost periodically time-varying statistics, which is important to the research of non-Gaussian signals in information system. In this paper, smoothed polyperiodograms are proposed for related to cyclic polyspectral estimation and are shown to be consistent and asymptotically complex normal. Asymptotic covariance expressions are derived along with their computable forms.
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Dandawate A V, Giannakis G B. Nonparametric polyspectral estimators for kth-order (almost) cyclostationary processes. IEEE Trans. on Information Theory, 1994, IT-40(1): 67-84.[2]毛用才,保錚.復(fù)循環(huán)平穩(wěn)信號(hào)的非參數(shù)譜估計(jì).電子科學(xué)學(xué)刊,1996, 18(6): 574-581.[3]Brillinger D R, Rosenblatt M. Asymptotic theory of estimates of kth-order spectra, in Harris B, Ed.: Spectral Analysis of Time Series. New York: Wiley, 1967, 153-188. -
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