[PDF] Cyclostationary Processes And Time Series eBook

Author : Antonio Napolitano
Publisher : Academic Press
Page : 626 pages
File Size : 19,47 MB
Release : 2019-10-24
Category : Technology & Engineering
ISBN : 0081027370

GET BOOK

Many processes in nature arise from the interaction of periodic phenomena with random phenomena. The results are processes that are not periodic, but whose statistical functions are periodic functions of time. These processes are called cyclostationary and are an appropriate mathematical model for signals encountered in many fields including communications, radar, sonar, telemetry, acoustics, mechanics, econometrics, astronomy, and biology. Cyclostationary Processes and Time Series: Theory, Applications, and Generalizations addresses these issues and includes the following key features. Presents the foundations and developments of the second- and higher-order theory of cyclostationary signals Performs signal analysis using both the classical stochastic process approach and the functional approach for time series Provides applications in signal detection and estimation, filtering, parameter estimation, source location, modulation format classification, and biological signal characterization Includes algorithms for cyclic spectral analysis along with Matlab/Octave code Provides generalizations of the classical cyclostationary model in order to account for relative motion between transmitter and receiver and describe irregular statistical cyclicity in the data

Author : William A. Gardner
Publisher : Institute of Electrical & Electronics Engineers(IEEE)
Page : 528 pages
File Size : 25,95 MB
Release : 1994
Category : Mathematics
ISBN :

GET BOOK

From this book, you will learn new concepts, methods, and algorithms for performing signal processing tasks and designing and analyzing communications systems.

Author : Antonio Napolitano
Publisher : John Wiley & Sons
Page : 452 pages
File Size : 27,61 MB
Release : 2012-12-07
Category : Technology & Engineering
ISBN : 1118437918

GET BOOK

The relative motion between the transmitter and the receiver modifies the nonstationarity properties of the transmitted signal. In particular, the almost-cyclostationarity property exhibited by almost all modulated signals adopted in communications, radar, sonar, and telemetry can be transformed into more general kinds of nonstationarity. A proper statistical characterization of the received signal allows for the design of signal processing algorithms for detection, estimation, and classification that significantly outperform algorithms based on classical descriptions of signals.Generalizations of Cyclostationary Signal Processing addresses these issues and includes the following key features: Presents the underlying theoretical framework, accompanied by details of their practical application, for the mathematical models of generalized almost-cyclostationary processes and spectrally correlated processes; two classes of signals finding growing importance in areas such as mobile communications, radar and sonar. Explains second- and higher-order characterization of nonstationary stochastic processes in time and frequency domains. Discusses continuous- and discrete-time estimators of statistical functions of generalized almost-cyclostationary processes and spectrally correlated processes. Provides analysis of mean-square consistency and asymptotic Normality of statistical function estimators. Offers extensive analysis of Doppler channels owing to the relative motion between transmitter and receiver and/or surrounding scatterers. Performs signal analysis using both the classical stochastic-process approach and the functional approach, where statistical functions are built starting from a single function of time.

Author : Harry L. Hurd
Publisher : John Wiley & Sons
Page : 389 pages
File Size : 21,80 MB
Release : 2007-10-05
Category : Mathematics
ISBN : 047134771X

GET BOOK

Uniquely combining theory, application, and computing, this bookexplores the spectral approach to time series analysis The use of periodically correlated (or cyclostationary)processes has become increasingly popular in a range of researchareas such as meteorology, climate, communications, economics, andmachine diagnostics. Periodically Correlated Random Sequencespresents the main ideas of these processes through the use of basicdefinitions along with motivating, insightful, and illustrativeexamples. Extensive coverage of key concepts is provided, includingsecond-order theory, Hilbert spaces, Fourier theory, and thespectral theory of harmonizable sequences. The authors also providea paradigm for nonparametric time series analysis including testsfor the presence of PC structures. Features of the book include: * An emphasis on the link between the spectral theory of unitaryoperators and the correlation structure of PC sequences * A discussion of the issues relating to nonparametric time seriesanalysis for PC sequences, including estimation of the mean,correlation, and spectrum * A balanced blend of historical background with modernapplication-specific references to periodically correlatedprocesses * An accompanying Web site that features additional exercises aswell as data sets and programs written in MATLAB® forperforming time series analysis on data that may have a PCstructure Periodically Correlated Random Sequences is an ideal text ontime series analysis for graduate-level statistics and engineeringstudents who have previous experience in second-order stochasticprocesses (Hilbert space), vector spaces, random processes, andprobability. This book also serves as a valuable reference forresearch statisticians and practitioners in areas of probabilityand statistics such as time series analysis, stochastic processes,and prediction theory.

Author : Peter J. Schreier
Publisher : Cambridge University Press
Page : 331 pages
File Size : 33,82 MB
Release : 2010-02-04
Category : Technology & Engineering
ISBN : 1139487620

GET BOOK

Complex-valued random signals are embedded in the very fabric of science and engineering, yet the usual assumptions made about their statistical behavior are often a poor representation of the underlying physics. This book deals with improper and noncircular complex signals, which do not conform to classical assumptions, and it demonstrates how correct treatment of these signals can have significant payoffs. The book begins with detailed coverage of the fundamental theory and presents a variety of tools and algorithms for dealing with improper and noncircular signals. It provides a comprehensive account of the main applications, covering detection, estimation, and signal analysis of stationary, nonstationary, and cyclostationary processes. Providing a systematic development from the origin of complex signals to their probabilistic description makes the theory accessible to newcomers. This book is ideal for graduate students and researchers working with complex data in a range of research areas from communications to oceanography.

Author : William A. Gardner
Publisher :
Page : 380 pages
File Size : 33,8 MB
Release : 1972
Category : Cyclostationary waves
ISBN :

GET BOOK

Random signal processes which have been subjected to some form of repetitive operation such a sampling, scanning or multiplexing will usually exhibit statistical properties which vary periodically with time. Systems analysts have tended, for the most part, to treat these cyclostationary processes as though they were stationary. This is done simply by averaging the statistical parameters (mean, variance, etc.) over one cycle. The first chapter of the report features a detailed historical account of the development and application of cyclostationary processes. The second chapter is an extensive treatment of the topics of transformation, generation, and modelling of cyclostationary processes. The third chapter contains an in-depth treatment of series representations for cyclostationary processes, and their autocorrelation functions, and other periodic kernels. The fourth chapter addresses itself to the problem of least-mean-squared-error linear estimation (optimum filtering) of cyclostationary processes.

Author : Fakher Chaari
Publisher : Springer Nature
Page : 439 pages
File Size : 15,34 MB
Release : 2021-07-21
Category : Technology & Engineering
ISBN : 3030821102

GET BOOK

This book offers an overview of current and recent methods for the analysis of the nonstationary processes, focusing on cyclostationary systems that are ubiquitous in various application fields. Based on the 13th Workshop on Nonstationary Systems and Their Applications, held on February 3-5, 2020, in Grodek nad Dunajcem, Poland, the book merges theoretical contributions describing new statistical and intelligent methods for analyzing nonstationary processes, and applied works showing how the proposed methods can be implemented in practice and do perform in real-world case studies. A significant part of the book is dedicated to nonstationary systems applications, with a special emphasis on those in condition monitoring.

Author : Philip Hans Franses
Publisher : Oxford University Press
Page : 162 pages
File Size : 45,17 MB
Release : 2004
Category : Business & Economics
ISBN : 019924202X

GET BOOK

In this insightful, modern study of the use of periodic models in the description and forecasting of economic data the authors investigate such areas as seasonal time series, periodic time series models, periodic integration and periodic cointegration.

Author : Martin Vetterli
Publisher : Cambridge University Press
Page : 745 pages
File Size : 25,98 MB
Release : 2014-09-04
Category : Technology & Engineering
ISBN : 1139916572

GET BOOK

This comprehensive and engaging textbook introduces the basic principles and techniques of signal processing, from the fundamental ideas of signals and systems theory to real-world applications. Students are introduced to the powerful foundations of modern signal processing, including the basic geometry of Hilbert space, the mathematics of Fourier transforms, and essentials of sampling, interpolation, approximation and compression The authors discuss real-world issues and hurdles to using these tools, and ways of adapting them to overcome problems of finiteness and localization, the limitations of uncertainty, and computational costs. It includes over 160 homework problems and over 220 worked examples, specifically designed to test and expand students' understanding of the fundamentals of signal processing, and is accompanied by extensive online materials designed to aid learning, including Mathematica® resources and interactive demonstrations.

Author : Wim C. Van Etten
Publisher : John Wiley & Sons
Page : 270 pages
File Size : 18,85 MB
Release : 2006-02-03
Category : Science
ISBN : 0470024127

GET BOOK

Random signals and noise are present in many engineering systems and networks. Signal processing techniques allow engineers to distinguish between useful signals in audio, video or communication equipment, and interference, which disturbs the desired signal. With a strong mathematical grounding, this text provides a clear introduction to the fundamentals of stochastic processes and their practical applications to random signals and noise. With worked examples, problems, and detailed appendices, Introduction to Random Signals and Noise gives the reader the knowledge to design optimum systems for effectively coping with unwanted signals. Key features: Considers a wide range of signals and noise, including analogue, discrete-time and bandpass signals in both time and frequency domains. Analyses the basics of digital signal detection using matched filtering, signal space representation and correlation receiver. Examines optimal filtering methods and their consequences. Presents a detailed discussion of the topic of Poisson processes and shot noise. An excellent resource for professional engineers developing communication systems, semiconductor devices, and audio and video equipment, this book is also ideal for senior undergraduate and graduate students in Electronic and Electrical Engineering.