DocumentCode
919578
Title
Testing for harmonizability
Author
Hurd, H.L.
Volume
19
Issue
3
fYear
1973
fDate
5/1/1973 12:00:00 AM
Firstpage
316
Lastpage
320
Abstract
Let
be a covariance function having the representation begin{equation} R(s,t) = int_{-infty}^{infty} int_{-infty}^{infty} exp (isx - ity)d^2 G(x,y) end{equation} where
is continuous to the right in both variables and is of bounded variation in the plane; then
is harmonizable in that
is also a covariance. We give examples in which this result is used to determine the harmonizability of new processes and covariances that are formed by operations on old processes and covariances. Specifically, if
is a real Gaussian harmonizable process, then
is harmonizable. If
is harmonizable,
has bounded support and
is a Fourier-Stieltjes transform, then
and
are harmonizable. If begin{equation} X(t) =int_{-infty}^{infty} f(t,u) dZ(u) end{equation} where
is a Fourier-Stieltjes transform and
has finite total variation, then
is harmonizable. We also obtain a sufficient condition for Priestley\´s oscillatory processes to be harmonizable. We find that the Bochner-Eberlein characterization of Fourier-Stieltjes transforms, while not the only method, is particularly convenient for determining the harmonizability of these examples.
be a covariance function having the representation begin{equation} R(s,t) = int_{-infty}^{infty} int_{-infty}^{infty} exp (isx - ity)d^2 G(x,y) end{equation} where
is continuous to the right in both variables and is of bounded variation in the plane; then
is harmonizable in that
is also a covariance. We give examples in which this result is used to determine the harmonizability of new processes and covariances that are formed by operations on old processes and covariances. Specifically, if
is a real Gaussian harmonizable process, then
is harmonizable. If
is harmonizable,
has bounded support and
is a Fourier-Stieltjes transform, then
and
are harmonizable. If begin{equation} X(t) =int_{-infty}^{infty} f(t,u) dZ(u) end{equation} where
is a Fourier-Stieltjes transform and
has finite total variation, then
is harmonizable. We also obtain a sufficient condition for Priestley\´s oscillatory processes to be harmonizable. We find that the Bochner-Eberlein characterization of Fourier-Stieltjes transforms, while not the only method, is particularly convenient for determining the harmonizability of these examples.Keywords
Covariance functions; Harmonic analysis; Spectral analysis; Stochastic processes; Fourier transforms; Frequency measurement; Frequency response; Maximum likelihood detection; Stochastic processes; Sufficient conditions; Testing;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1973.1055017
Filename
1055017
Link To Document