Line spectral analysis for harmonizable processes.
نویسندگان
چکیده
Harmonizable processes with spectral mass concentrated on a number of straight lines are considered. The asymptotic behavior of the bias and covariance of a number of spectral estimates is described. The results generalize those obtained for periodic and almost periodic processes.
منابع مشابه
Spectral Analysis for Harmonizable Processes by Keh-shin Lii
Spectral estimation of nonstationary but harmonizable processes is considered. Given a single realization of the process, periodogram-like and consistent estimators are proposed for spectral mass estimation when the spectral support of the process consists of lines. Such a process can arise in signals of a moving source from array data or multipath signals with Doppler stretch from a single rec...
متن کاملWavelet decomposition of harmonizable random processes
Abstruct-The discrete wavelet decomposition of second-order harmonizable random processes is considered. The deterministic wavelet decomposition of a complex exponential is examined, where its pointwise and bounded convergence to the function is proved. This result is then used for establishing the stochastic wavelet decomposition of harmonizable processes. The similarities and differences betw...
متن کاملAlmost Periodic Harmonizable Processes
The class of harmonizable processes is a natural extension of the class of stationary processes. This paper provides sufficient conditions for the sample paths of harmonizable processes to be almost periodic uniformly, Stepanov and Besicovitch.
متن کاملLocally Harmonizable Covariance: Spectral Analysis Dominique Dehay and Abdelaziz Loughani
In this work, the stationarity of the covariance K2, is replaced by a less restricting notion: the harmonizability in the sense of Loeve [4] (strong harmonizability according to Rao [9]). Then we present the spectral analysis of such covariances which are not necessarily bounded. Remind that a covariance K defined on M. is harmonizable when there exists a complex valued measure M on K such that...
متن کاملSpectral Theory for Periodically and Almost Periodically Correlated Random Processes: A Survey
This paper contains a survey of the spectral theory of periodically correlated and almost periodically correlated stochastic processes. These processes are also called cyclostationary and almost cyclostationary, and we give give some remarks concerning the historical development of the two nomenclatures. In this paper we survey the spectral theory of the covariance, the estimation of the Fourie...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Proceedings of the National Academy of Sciences of the United States of America
دوره 95 9 شماره
صفحات -
تاریخ انتشار 1998