Statistical tests for presence of cyclostationarity

Presence of kth-order cyclostationarity is defined in terms of nonvanishing cyclic-cumulants or polyspectr a. Relying upon the asymptotic normality and consistency of kth-order cyclic statistics, asymptotically optimal x2 tests are developed to detect presence of cycles in the kth-order cyclic cumulants or polyspectra, without assuming any specific distribu ion on the data. Constant false alarm rate tests are derived in both timeand frequency-domain and yield consistent estimates of pos! iible cycles present in the kth-order cyclic statistics. Explicit algorithms for k 5 4 are discussed. Existing approaches are rather empirical and deal only with k 5 2 case. Simulation results are presented to confirm the performance of the given tests.