Title :
High-order ergodicity of a complex harmonic process
Author :
Ferrari, A. ; Alengrin, G.
Author_Institution :
Univ. de Nice-Sophia Antipolis, Valbonne, France
fDate :
7/1/1994 12:00:00 AM
Abstract :
The paper deals with high-order moment-ergodic properties of a complex process composed of superimposed sinusoids. This is efficiently achieved using a state-space representation of the signal and Kronecker algebra. First, a simple formulation of the stationarity hypothesis is given, and finally, the moment-ergodic theorem for the associated moments is derived
Keywords :
algebra; harmonic analysis; numerical analysis; parameter estimation; spectral analysis; state-space methods; statistical analysis; Kronecker algebra; associated moments; complex harmonic process; high-order moment-ergodic properties; moment-ergodic theorem; state-space representation; stationarity hypothesis; superimposed sinusoids; Algebra; Autocorrelation; Colored noise; Delay; Frequency; Matrices; Phase detection; Phase estimation; Random variables;
Journal_Title :
Information Theory, IEEE Transactions on
