Discrete time observation of almost periodically correlated processes and jitter phenomena

The covariance kernel of an almost periodically correlated process {X(t) : t ϵ R}, also called almost cyclo-stationary process, admits a Fourier-Bohr decomposition: cον[X(t), X(t + τ)}~Σ_λ a(λ,τ)e^iλt. This paper deals with the estimation of the spectral co-variance a[λ, τ) from a discrete time observation of the process {X(t) : t ϵ R}, whenever jitter and delay phenomena are present in conjunction with periodic sampling.