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Methods of Periodically Correlated Random Processes and Their Generalizations

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Cyclostationarity: Theory and Methods

Part of the book series: Lecture Notes in Mechanical Engineering ((LNME))

Abstract

The results obtained by authors in the area of theory and methods of statistical analysis of periodically correlated random processes and their generalizations are presented in this article. The main methods for estimation of their correlation and spectral characteristics: coherent, component, least square method and linear filtration method are analyzed. The ways of generalization of these methods to the case of unknown a priori period of non-stationarity are considered and the possible algorithms of its estimation are presented.

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Authors and Affiliations

  1. Karpenko Physico-mechanical Institute, National Academy of Sciences of Ukraine, Lviv, Ukarine

    I. Javors’kyj, R. Yuzefovych, I. Kravets & I. Matsko

  2. Institute of Telecomunication, University of Technology and Life Sciencess, Bydgoszcz, Poland

    I. Javors’kyj

Authors
  1. I. Javors’kyj
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  2. R. Yuzefovych
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  3. I. Kravets
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  4. I. Matsko
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Correspondence to I. Javors’kyj .

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Editors and Affiliations

  1. Mechanical Engineering Department, National School of Engineers of Sfax, Sfax, Tunisia

    Fakher Chaari

  2. Institute of Mathematics, Cracow University of Technology, Cracow, Poland

    Jacek Leśkow

  3. Department of Engineering, University of Napoli “Parthenope”, Napoli, Italy

    Antonio Napolitano

  4. Faculty of Engineering Technology, University of Twente, Enschede, The Netherlands

    Andrea Sanchez-Ramirez

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Javors’kyj, I., Yuzefovych, R., Kravets, I., Matsko, I. (2014). Methods of Periodically Correlated Random Processes and Their Generalizations. In: Chaari, F., Leśkow, J., Napolitano, A., Sanchez-Ramirez, A. (eds) Cyclostationarity: Theory and Methods. Lecture Notes in Mechanical Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-04187-2_6

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  • DOI: https://doi.org/10.1007/978-3-319-04187-2_6

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