• 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 R(s,t) 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 G(x,y) is continuous to the right in both variables and is of bounded variation in the plane; then R(s,t) is harmonizable in that G(x,y) 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 X(t) is a real Gaussian harmonizable process, then X^n (t) is harmonizable. If X(t) is harmonizable, d^2 G(x,y) has bounded support and g(t) is a Fourier-Stieltjes transform, then X(g(t)) and X(t + g(t)) are harmonizable. If begin{equation} X(t) =int_{-infty}^{infty} f(t,u) dZ(u) end{equation} where f (t,u) = f (t - u) is a Fourier-Stieltjes transform and G(u,v) = E(Z(u)Z^{\\ast } (v)) has finite total variation, then X(t) 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