@article{10902/9512,
year = {2015},
month = {10},
url = {http://hdl.handle.net/10902/9512},
abstract = {This paper derives an asymptotic generalized likelihood ratio test (GLRT) and an asymptotic locally most powerful invariant test (LMPIT) for two hypothesis testing problems: 1) Is a vector-valued random process cyclostationary (CS) or is it wide-sense stationary (WSS)? 2) Is a vector-valued random process CS or is it nonstationary? Our approach uses the relationship between a scalar-valued CS time series and a vector-valued WSS time series for which the knowledge of the cycle period is required. This relationship allows us to formulate the problem as a test for the covariance structure of the observations. The covariance matrix of the observations has a block-Toeplitz structure for CS and WSS processes. By considering the asymptotic case where the covariance matrix becomes block-circulant we are able to derive its maximum likelihood (ML) estimate and thus an asymptotic GLRT. Moreover, using Wijsman's theorem, we also obtain an asymptotic LMPIT. These detectors may be expressed in terms of the Loe`ve spectrum, the cyclic spectrum, and the power spectral density, establishing how to fuse the information in these spectra for an asymptotic GLRT and LMPIT. This goes beyond the state-of-the-art, where it is common practice to build detectors of cyclostationarity from ad-hoc functions of these spectra.},
organization = {The work of P. Schreier was supported by the Alfried Krupp von Bohlen und Halbach Foundation, under its program “Return of German scientists from abroad”. The work of I. Santamaría and J. Vía was supported by the Spanish Government, Ministerio de Ciencia e Innovación (MICINN), under project RACHEL (TEC2013-47141-C4-3-R). The work of L. Scharf was supported by the Airforce Office of Scientific Research under contract FA9550-10-1-0241.},
publisher = {Institute of Electrical and Electronics Engineers Inc.},
publisher = {IEEE Transactions on Signal Processing, 2015, 63(20), 5395 - 5408},
title = {Detection of multivariate cyclostationarity},
author = {Ramírez García, David and Schreier, Peter J. and Vía Rodríguez, Javier and Santamaría Caballero, Luis Ignacio and Scharf, Louis L.},
}