High-order ergodicity of a complex harmonic process

High-order ergodicity of a complex harmonic process

The paper deals with high-order moment-ergodic properties of a complex process composed of superimposed sinusoids. This is efficiently achieved using a state-space representation of the signal and Kronecker algebra. First, a simple formulation of the stationarity hypothesis is given, and finally, th...

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Veröffentlicht in:IEEE transactions on information theory 1994-07, Vol.40 (4), p.1228-1229
Hauptverfasser: Ferrari, A., Alengrin, G.
Format: Artikel
Sprache:eng
Schlagworte:
Algebra
Autocorrelation
Colored noise
Communications
Delay
Frequency
Mathematics
Matrices
Phase detection
Phase estimation
Random variables
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Zusammenfassung:The paper deals with high-order moment-ergodic properties of a complex process composed of superimposed sinusoids. This is efficiently achieved using a state-space representation of the signal and Kronecker algebra. First, a simple formulation of the stationarity hypothesis is given, and finally, the moment-ergodic theorem for the associated moments is derived.< >
ISSN:0018-9448
1557-9654
DOI:10.1109/18.335949