Spectral analysis for harmonizable processes

被引:0
|
作者
Lii, KS [1 ]
Rosenblatt, M
机构
[1] Univ Calif Riverside, Dept Stat, Riverside, CA 92521 USA
[2] Univ Calif San Diego, Dept Math, La Jolla, CA 92093 USA
来源
ANNALS OF STATISTICS | 2002年 / 30卷 / 01期
关键词
spectral density function; harmonizable processes; estimation; bias; covariance; aliasing; cyclostationary; consistency; Doppler; multipath;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Spectral estimation of nonstationary but harmonizable processes is considered. Given a single realization of the process, periodogram-like and consistent estimators are proposed for spectral mass estimation when the spectral support of the process consists of lines. Such a process can arise in signals of a moving source from array data or multipath signals with Doppler stretch from a single receiver. Such processes also include periodically correlated (or cyclostationary) and almost periodically correlated processes as special cases. We give detailed analysis on aliasing, bias and covariances of various estimators. It is shown that dividing a single long realization of the process into nonoverlapping subsections and then averaging periodogramlike estimates formed from each subsection will not yield meaningful results if one is estimating spectral mass with support on lines with slope not equal to 1. If the slope of a spectral support line is irrational, then spectral masses do not fold on top of each other in estimation even if the data are equally spaced. Simulation examples are given to illustrate various theoretical results.
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页码:258 / 297
页数:40
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