DocumentCode
1206001
Title
High-order ergodicity of a complex harmonic process
Author
Ferrari, A. ; Alengrin, G.
Author_Institution
Univ. de Nice-Sophia Antipolis, Valbonne, France
Volume
40
Issue
4
fYear
1994
fDate
7/1/1994 12:00:00 AM
Firstpage
1228
Lastpage
1229
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;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.335949
Filename
335949
Link To Document