Title :
On the Wold decomposition of discrete-time cyclostationary processes
Author :
De Nicolao, G. ; Ferrari-Trecate, Giancarlo
Author_Institution :
Dipartimento di Inf. e Sistemistica, Pavia Univ., Italy
fDate :
7/1/1999 12:00:00 AM
Abstract :
The Wold decomposition of discrete-time CS (cyclostationary) processes into a regular and predictable component is considered. Using the properties of the zeros of linear periodic systems, it is shown that the predictable component consists of a linear combination of sine waves
Keywords :
filtering theory; poles and zeros; random processes; signal processing; spectral analysis; Wold decomposition; discrete-time cyclostationary processes; linear periodic systems; periodic error filter; predictable component; random signals; regular component; sine waves; zeros; Automatic control; Biomedical signal processing; Eigenvalues and eigenfunctions; Finite impulse response filter; Hydrology; Periodic structures; Predictive models; Signal processing; State-space methods; Stochastic processes;
Journal_Title :
Signal Processing, IEEE Transactions on
