| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 563578 | Signal Processing | 2011 | 14 Pages |
Abstract
The estimates of probability characteristics for periodically correlated signals that are based on harmonic series representation are analyzed. Two methods for stationary components estimations are discussed: Hilbert transform-based method and a frequency shift method. Application of frequency shift method to real and simulated data is shown.
► New approach for cyclostationary processes probability characteristics estimation is developed. ► It is based on Hilbert transform and frequency shift method. ► Harmonic series representations with finite and infinite spectra are equivalent in the meaning of cyclostationary processes probability characteristics. ► Cross-covariances of stationary components are indicators of nonstationarity.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Signal Processing
Authors
I. Javorskyj, J. Leśkow, I. Kravets, I. Isayev, E. Gajecka,