Statistical tests for presence of cyclostationarity

  • Authors:
  • A.V. Dandawate;G.B. Giannakis

  • Affiliations:
  • Dept. of Electr. Eng., Virginia Univ., Charlottesville, VA;-

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1994

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Abstract

The presence of kth-order cyclostationarity is defined in terms of nonvanishing cyclic-cumulants or polyspectra. Relying upon the asymptotic normality and consistency of kth-order cyclic statistics, asymptotically optimal χ2 tests are developed to detect the presence of cycles in the kth-order cyclic cumulants or polyspectra, without assuming any specific distribution on the data. Constant false alarm rate tests are derived in both time- and frequency-domain and yield consistent estimates of possible cycles present in the kth-order cyclic statistics. Explicit algorithms for k⩽4 are discussed. Existing approaches are rather empirical and deal only with k⩽2 case. Simulation results are presented to confirm the performance of the given tests