Title :
Measure of cyclostationarity for Gaussian processes based on the likelihood ratio test
Author :
Andrieu, Christophe ; Duvaut, Patrick
Author_Institution :
ENSEA-ETIS, Cergy, France
Abstract :
The problem addressed in this paper is the detection of cyclostationarity, and the measurement of the trend of a process to have this property. This problem is of great importance, because in applications algorithms using the property of cyclostationarity assume the periodicities of the statistics to be known. Thus the periodicities need to be detected/estimated, and furthermore, a measure must be given in order to qualify the trend of a process to have a given periodicity. This measure will give information about the opportuneness of using a cyclostationary modelization instead of a stationary one
Keywords :
Gaussian processes; decision theory; spectral analysis; Gaussian processes; cyclostationary modelization; detection; estimation; likelihood ratio test; periodicities; statistics; trend; Gaussian processes; Hydrologic measurements; Hydrology; Information analysis; Signal analysis; Signal processing; Statistical analysis; Statistics; Testing; Time measurement;
Conference_Titel :
Statistical Signal and Array Processing, 1996. Proceedings., 8th IEEE Signal Processing Workshop on (Cat. No.96TB10004
Conference_Location :
Corfu
Print_ISBN :
0-8186-7576-4
DOI :
10.1109/SSAP.1996.534904