Linear time-variant processing of higher-order almost-periodically correlated time-series

The characterization and linear time-variant processing of the higher-order almost-periodirally correlated time-series in the; fraction-of-time probability framework are considered. At first, the characterization in the temporal domain is presented by exploiting the expression of the temporal moment function as a sum of complex sinusoids whose amplitudes and frequencies are continuous functions of the lag vector. Then, the characterization in the frequency domain is considered. Finally, for both random and nonrandom linear systemu, the input/output relationships in terms of generalized cyclic temporal moment functions and generalized cyclic spectral moment functions an; stated. As special cases, linear almost-periodically time-variant systems as well as systems performing time-scale changing are also treated.