DocumentCode
1410632
Title
Almost-Periodic Higher Order Statistic Estimation
Author
Napolitano, Antonio ; Tesauro, Manlio
Author_Institution
Dipt. per le Tecnol., Univ. di Napoli Parthenope, Naples, Italy
Volume
57
Issue
1
fYear
2011
Firstpage
514
Lastpage
533
Abstract
In this paper, stochastic processes with higher order statistical functions decomposable into an almost-periodic function plus a residual term not containing finite-strength additive sinewave components are considered. These processes arise in mobile communications when almost-cyclostationary (ACS) processes pass through time-varying channels. They include as special case the generalized almost-cyclostationary processes which, in turn, include the ACS processes. In the paper, the problem of estimating the Fourier coefficients of the (generalized) Fourier series expansion of the almost-periodic component of higher order statistical functions is addressed. Estimators are proposed for cyclic temporal cross moment and cumulants. They are proved to be mean square consistent and asymptotically complex Normal under mild assumptions on the memory of the processes expressed in terms of summability of cross cumulants. Numerical results confirm the theoretical results and the derived rate of convergence to zero of bias and standard deviation of the estimators.
Keywords
Fourier series; higher order statistics; stochastic processes; time-varying channels; Fourier coefficients; almost-periodic function; almost-periodic higher order statistic estimation; finite-strength additive sinewave components; generalized Fourier series expansion; generalized almost-cyclostationary processes; higher order statistical function; residual term; stochastic processes; time-varying channels; Additives; Correlation; Estimation; Fourier series; Higher order statistics; Stochastic processes; Time frequency analysis; Asymptotic normality; generalized almost-cyclostationary (GACS) processes; higher order statistics; mean square consistency;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.2010.2090244
Filename
5673848
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