Discrete estimators of characteristics for periodically correlated time series

被引：8
|
作者：
Javors'kyj, Ihor [1 ,2 ]
Matsko, Ivan [1 ]
Yuzefovych, Roman [1 ]
Zakrzewski, Zbigniew [2 ]
机构：
[1] Natl Acad Sci Ukraine, Karpenko Physicomech Inst, Naukova Str 5, UA-79060 Lvov, Ukraine
[2] UTP Univ Sci & Technol, Inst Telecommun & Comp Sci, Al Prof S Kaliskiego 7, PL-85796 Bydgoszcz, Poland
来源：
DIGITAL SIGNAL PROCESSING | 2016年 / 53卷
关键词：
Periodically correlated time series; Mean; Covariance; Fourier coefficients; Discrete estimators; Aliasing; CYCLOSTATIONARITY; REPRESENTATION; COHERENT;
D O I：
10.1016/j.dsp.2016.03.003
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
Results of an investigation of the characteristic estimator properties for periodically correlated time series obtained on the basis of finite data length are given. The formulae for the bias and variance of the estimators for mean and covariance function Fourier coefficients are found. The conditions for the choice of sampling interval value, for which aliasing effects do not appear, are obtained. The interpolation formulae for the mean and covariance function estimates are derived. The dependencies of the statistical characteristics of the estimators on sampling interval and sample size for modulated signals are analyzed. (C) 2016 Elsevier Inc. All rights reserved.
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页码：25 / 40
页数：16
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