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    Cyclostationary Processes with Evolving Periods and Amplitudes

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    Type
    Article
    Authors
    Das, Soumya
    Genton, Marc G. cc
    KAUST Department
    Statistics Program
    Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
    Date
    2021
    Permanent link to this record
    http://hdl.handle.net/10754/667294
    
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    Abstract
    Wide-sense cyclostationary processes are an important class of non-stationary processes that have a periodic structure in their first- and second-order moments. This article extends the notion of cyclostationarity (in the wide sense) to processes where the mean and covariance functions might depart from strict periodicities and constant amplitudes. Specifically, we propose a novel and flexible class of processes that allows periods and amplitudes of the mean and covariance functions to evolve and, therefore, accommodates a much larger class of processes than the classical cyclostationary processes. Thereafter, we investigate its properties, provide methodologies for statistical inference, and illustrate the presented methods using synthetic signals and a physical signal, from the heavens, of the magnitudes of the light emitted from the variable star R Hydrae.
    Citation
    Das, S., & Genton, M. G. (2021). Cyclostationary Processes with Evolving Periods and Amplitudes. IEEE Transactions on Signal Processing, 1–1. doi:10.1109/tsp.2021.3057268
    Publisher
    IEEE
    Journal
    IEEE Transactions on Signal Processing
    DOI
    10.1109/TSP.2021.3057268
    Additional Links
    https://ieeexplore.ieee.org/document/9347717/
    https://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=9347717
    ae974a485f413a2113503eed53cd6c53
    10.1109/TSP.2021.3057268
    Scopus Count
    Collections
    Articles; Statistics Program; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

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