• DocumentCode
    2619265
  • Title

    Measure of cyclostationarity for Gaussian processes based on the likelihood ratio test

  • Author

    Andrieu, Christophe ; Duvaut, Patrick

  • Author_Institution
    ENSEA-ETIS, Cergy, France
  • fYear
    1996
  • fDate
    24-26 Jun 1996
  • Firstpage
    416
  • Lastpage
    419
  • Abstract
    The problem addressed in this paper is the detection of cyclostationarity, and the measurement of the trend of a process to have this property. This problem is of great importance, because in applications algorithms using the property of cyclostationarity assume the periodicities of the statistics to be known. Thus the periodicities need to be detected/estimated, and furthermore, a measure must be given in order to qualify the trend of a process to have a given periodicity. This measure will give information about the opportuneness of using a cyclostationary modelization instead of a stationary one
  • Keywords
    Gaussian processes; decision theory; spectral analysis; Gaussian processes; cyclostationary modelization; detection; estimation; likelihood ratio test; periodicities; statistics; trend; Gaussian processes; Hydrologic measurements; Hydrology; Information analysis; Signal analysis; Signal processing; Statistical analysis; Statistics; Testing; Time measurement;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Statistical Signal and Array Processing, 1996. Proceedings., 8th IEEE Signal Processing Workshop on (Cat. No.96TB10004
  • Conference_Location
    Corfu
  • Print_ISBN
    0-8186-7576-4
  • Type

    conf

  • DOI
    10.1109/SSAP.1996.534904
  • Filename
    534904