Linear filtration methods for statistical analysis of periodically correlated random processes-Part II: Harmonic series representation

  • Authors:

  • I. Javorskyj;J. Lekow;I. Kravets;I. Isayev;E. Gajecka

  • Affiliations:

  • Karpenko Physico-mechanical Institute of the National Academy of Sciences of Ukraine, Naukova St. 5, 79601 L'viv, Ukraine and Institute of Telecommunications, University of Technology and Life Sci ...;The Graduate School of Business WSB-NLU, Department of Econometrics, Zielona 27 A, Apt. 5, 33-300 Nowy Sacz, Poland;Karpenko Physico-mechanical Institute of the National Academy of Sciences of Ukraine, Naukova St. 5, 79601 L'viv, Ukraine;Karpenko Physico-mechanical Institute of the National Academy of Sciences of Ukraine, Naukova St. 5, 79601 L'viv, Ukraine;The State Higher Vocational School in Nowy Sacz, Department of Economics, Staszica 1, 33-300 Nowy Sacz, Poland

  • Venue:
  • Signal Processing
  • Year:
  • 2011

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Abstract

The estimates of probability characteristics for periodically correlated signals that are based on harmonic series representation are analyzed. Two methods for stationary components estimations are discussed: Hilbert transform-based method and a frequency shift method. Application of frequency shift method to real and simulated data is shown.