复高阶周期平稳信号的非参数多谱估计
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图作为离散时间k阶复周期平稳过程k阶循环谱估计的相容性和渐近复正态性,并导出了其渐近协方差表达式.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,保铮.复循环平稳信号的非参数谱估计.电子科学学刊,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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