Cyclostationarity in Communications and Signal Processing Exited by William A. Gardner eee P Press TEE Communications Society, Sponsor The Institute of Electrical and Flecuonies Enginees, Inc, New York‘This book may be purchased at a discount from the publisher when ‘ordered in blk quantities. For more information contac: IEEE PRESS Marketing ‘An: Special Sales PO. Box 1331, 1445 Hoes Lane Piscataway, NJ 08855-1391 (©1994 by the Insitute of Blectial and Eletronies Engineers, In. ‘345 East 47th Street, Now York, NY 10017-2394 Alig sexed. No prof hs book maybe repraduced in ary form, ‘or may it be sored ia a evieval system or nse in ay or, ‘ethotwetee permission fom the poblsbe Pid in te Unie Str of Amercs 987654321 198 0-703.1023.3, IEEE Order Number: PCOS7341 tava gett ceeetygetn carte fo Contents PARTI ‘An Introduction to Cyclostationary 1 Signals William A. Gardner 1 Background 2 2. Fuptamenal Coaceps, Filosophy, ‘tnd Define 10 3 Inedetin tthe Pini of Second-Order (Wide Sere) Cyelostonaniy 4 Bapoiation of Cycestateaniy” 65 Releenes 1 igher-Order Statistics for Nonlinear 91 Processing of Cyclostationary Signals (Chad M, Spooner Toronto Higher Ore Cplstianusty 91 ‘The Temporal Parameters of OCS 104 ‘The Spectal Puameters of HOCS 119, Daceesion 15, Development te Thesey 128 Digit Quadte-Amplitde Modulation 135 Messurement ofthe Paranters "140 Applications IS} Conciions 157 Acloowsdpmests 157 ‘Append: Pare Sine Waves and Tepes ‘Cumulus 157 Releenet 19Chapter 3 An Overview of Sensor Array Processing for Cyclostationary Signals Stephan V Schell, 1 Inrdusion 169 2 Modeling Dats from Sensor Araye 170 3 Cyeotaionany 174 4 Spatal itesng 178 5 Spi an Fretonaly Spaced Temporal quali 204 6 DiectonFng 212 2 Eating tne Nimber of Signals 222 & Concasions 227 9. Acknowledgments 227 ‘opens Momens of Cyc Contain atic 227 Chapter Polyperiodic Linear Filtering LE Fronts Inzedueion 240 Peo ant Paypeidic Linea Sysens_ 241 168 240 Parodie Flteng of Cyeloaionay Sigs 247 1 3 Pinte Onder PV Systems 244 ‘emis 258 6 Concusons 268 References 268, Chapter 5 Representation, Predi and Identification of Cyclostationary Processes—A State-Space Approach ‘Sergio Bteanti, Paolo Bolzern, Giuseppe De Nicolao, and Luigi Pireddt 1 Inwoducion 257 2 Bases of Linear Paid Systems 270 ‘Sat Spice Representation of Cyeoataionsry 4 Pana Represenation of Cycostationry Processes 284 5 Condens 291 6 Aeknowledemens 292 Retecces 22 267 Chapter’6 Representation and Estimation 295 Article | Acticle2 Benefic for Periodically and Almost Periodically Correlated Random Processes Dominique Dehay and Harry L. Hurl Inereducton 205 2. Specusl Theory forthe Covariance 297 5. Spotl Theor forthe Hamanaable Case 301 4 Process Representations 303 5 Exist of the CoeicietFutions ah hel Spee Densties 311 ‘Research 320 Referees 321 PART IL Joint Transmitter/Receiver 329 Optimization for Multiuser Communications Sumit Roy, Jian Yang, and P Sarath Kurmar 1 lawedston 329 2 Mino Sten Optinzaton: (Canter 332 3 Mimo Syste Option: ‘Uncortinated Vien 382 44 Numeral Erampls and Discusion 354 3) Concuios 357 6 Aecknowedpments 387 References 399 1 Effects of Spectral 362 Correlation on Synchronization ‘Nelson M. Blackman Indi 360 Special Ansys ofthe PAM ‘Sioa Il 365 Spectal Ansys ato? 373 CConelssone 387 Acknowledgmens 388 Betereces 88Article4 Acticle 5 Cyclostationarity-Exploiting Methods 301 Arteleé for Multipath-Channel Identification Luciano lzz0, Antonio Napolitano, ‘and Luigi Paure 1 Inodvetion 391 3 Chelstaionaity-Exploting Methods for MCI 394 'S-Simulton Resos 400 7 Appendix 413, Blind Channel Identification 47 and Equalization Using Spectral Article 7 ‘Measurements, Part I: Frequency-Domain Analysi Phi Ding 1 Javodvetion 418 2 Fandameotts of Bid Chanel Equalization ‘sof Weatifcaion 419 3. Cycioxiationarit ofthe Channel Outpt Signal 424 4 Parameuie Chant Identification 427 6 Conclusions 432 Blind Channel Identification 437 and Equalization Using Spectral Correlation Measurements, Part Il: ‘A Time-Domain Approach Lang Tong, Guanghan Xu, ‘and Thomas Kailath Irion $36 Explolation of Cjlosainary inthe Tine Domain 239 Bnd Equals wih Antenea Arrays 50 Acknowledgments 453 A Review of Digital Spectral Correlation Analysis: Theory and Implementation Randy S. Roberts, Wiliam A. Brown, ‘and Flerschel H. Loomis, 455 1 Inrotosten 455 2 Time Smowthing Algocitins 456 53. Freeney Smoothing Aged 470 4 Onthe Design of Digital Spec Celution Arayers 474 Conditions 77 References 478 (On Recent Developments in Prediction Theory for Cyelostationary Processes Abo! G. Miamee 480 1 Invadstion 78 2 Prdimnares 279 3. Disoei-Time Celouconay Processes 480 4 Cominsous Tene CylostatonayProeses 486 Reteencet 31Editor's Introduction Many convention aii signal processing mead eat random sgl ty ewe ssl stationary, at a te pater f fe nde ing pica chairs tat generate the ina do no ary with ie. Bt fr "Bot rand signal eocouterd i comsmucatn, ley, a, and nar ‘stems, some parameters do vary pcoialy wis tine nvm case cven al Fe incommensurate (ot haroncly related) prsities ae tovated. Eamplet ‘nla into caries in amplitude, phase, and frequen modulation spe, eid keying ofthe mpi pas, or fequeny in igi matlaion sens, ‘eid sanig in levis, facie, and some rar systems, and psd ‘don in ollng machinery. Alough in ome cases these peri can be lone by signal prosasos ach arse mst Stet he pee of ge Ils o ints since hi partes, aloe ens tt mestage, in many ‘ses thre can te much ogi in teams of provement in perfrmane of hese Spl rostsersby recognizing andexpoting unig peat. Tasty urs tht the rund sgl be noel a eyelotationary o for lip pero ites pobyeyeoverionay. in which caste sisal parce vay se with single or mle per, Cplostionay also arse signal of atl oii, ‘mca ofthe pretence of thm seasoml, or ober eyibeavo. Beals lad tiene sre ats eneootertinmetooigy,cmaology smog cence, ‘cceancogy, aon, hyiog, biomedicine, and eco. Ingen work on cylsiionry proces ad tee-serics dates back over tives dene, bt aly secwly faethe omer of pbs paper inti re ‘run expen: Fc by een advan nappisnon to commusietons, signal processing and time-series analy ht demons soba aangxplotingcycestatonarty nto design and analysis, te appetite freaming about ‘Selottoraiy exited esac nd development communis sens sch a ‘wisest ané cable communication spal inligenc and covet communicaos, ‘Sn modsing snd prediction fr maura stems (hyloy,clintlony, mae. ology, ocsaolgy olgyfnetine, economies, sc) ss euro the avait ‘tor era, Tas eel boksinededto els void preset ind ‘ital via eament ofthe malo stops of eyostatnasty an by featung ‘lee acest survey thet development various pei ee, “Te toa compos of vo par. Pat cons of chaps, he ist euro wtih face rom the four plenary leer athe Worksop o% Cycosaton'y ‘Signa, which as held August 16-18, 1902, atte Neg Vale Lodges Youn, Calo, Pur Il consis of sven ales, Pat stony land provides lncept surveys of majo ees of wort. Smal, Par Tl, which focuses oo more Speci ps, ao bus eral suey Aver. Ech of hse 0 pars eats bah ‘oor andappcaton ‘Chaper| provides a histovicalperspecve on plostainaiy and seuss in del oh the paces! and mae! motives for dying cylstaonay Te ‘tho tenth pilsopy of sets andy hat ener alamatveconzep- ‘lfoatemateal frmeworts within which theory and mato canbe deel, ‘Te late af ofthe chap surveys the teary ae! appiaion of widens elo- ‘sana, oeching on he problems of eect, medultion recognition, source Tocton, andexmction of highly compe spr, anther athe per ie |peemton and spcrsledanncy properties of eat play i cling Thee and ober problems. This chapter proves a iodtion io eetostaonry Slgas tha serves 5 foundation forte remain fhe book. (Chptr2 proves nenervinw ofthe een forms tery f igh eder temporal snd special moment and cumolants of eyelosaonnytinesees 1S wnat te nh orerpoyperidi imal of polyeycosationry ness isthe solution othe problem of charaserizing the eps of al sine waves ha tre produced by molplying n delnyed versions of the ine ees ogee, wih he Darr of tore ine waves ht eu om products ane waves ha re rset a Tomer oder sas ofthe nth rer produ removed, Thus he stay ofhighr-rde curulans is movated by x practical problem tha aise in sig procensing. THe haper also deus ther moins fer tying the meets and ems. ‘providers itor ast of emt a uss. The ropes of ese "tin! fects tat render hem wl nga! processing are lscused and pared othe properties of smi tical fincon fo statoary roses. “Aplications ofthe argue sia scletty oper ofthe polyps cum ‘ote take of weak dates abl source locaton ae bly dsc. ‘Chaper 3 provide an overview of sensor ary procesing fer eylsan- sy seal, focoing on atv patil ring an estonia etiaton, ‘St presenting rome new rts on id equation nd chanel entifeatin 1e ‘ety derenber many ace invadined methods ao igighs h avanages sc cnnvanges rela each ther ano more convetonl etnies hat ignore cyctowatonaiy. Applicaions of eyelsatonary- 2. 1.5 What about Terminology? few wore shout terminology a in ede The este gen his las of r= ‘hse tee easton, which wasinodocedby Benet (198), who so Snodured the tm eloergodic. Ober tes ed ine peridicalysaronary, perodaly nosaonay, an pride crrlated. This ast rap $e onl fr second-order (ie-tens)cjelostionary, whereas ts peeling tee terme admit tbe odie wide ene rer, lcs, dare, ere tae general, The most commonly wed tem is yelatatonary. When maple Periods exit, trem nied wo poeelsationary ough te ns ‘imoseyastaonary an alma period coreaed we se aso 1.6 What Are Some ofthe Specific Motivations for Studying Cyclostationarity? ‘Ter ir gest da of det fer thing jtostusinariy. Let vs conser Art ome of te praca motives and thn one of te mxbemail neve and, ‘wie we ae rite canons mary oft existing contains the aly of ‘elon, The paca motes cid ee ae serif inter o ee thas Fact Cyelosntonary moses sch as PAR (poi tones), PMA (periodic moving sverep), and PARMA (pro serge movitg VG), ‘bemareparsimorngr-bot fi i ever paraers—than stray models {AR,MA,and ARMA) are. Tiss ten sed wih el dom + cinuotogy tection (Brel 1967; Haselnann and Bares, 198; SBaret, 1983: Barnet eta, 984, Jensen ca 1985) + byarology (Seas, 197; Salasand Sih, 180; Vecchi, 983, 1985; Thorp tone et, 1985 Obeyskea ad Sls, 1986; Mees ctl, 987; Balin zal, 1988)‘+ edicinebioloy (Newton, 1982) + ccranlogy (Dragan and Yer, 982; Dragan ta, 1984, 1987) 1 ecsannies Pz and Pagano, 1973). Fact 2:_Pecodepesition of losis procestes ca be dove (and pc- ‘oc ens between eyeontaonar processes canbe fund hen imei edition not posible ris nerioe Gand tie avarice at sn os tweaker) amples ae given in Seton 2. Fact: Spec veslpyng eyclosntionary sigs can evr te sepeiod wing tinea lina ets. optima des of he Waste ad Kalan ‘ape for siatonary modes ofthe cyclsatonnry signals). Buty can posi be ‘epated wsing perio fiers that exploit spetaleddany. Ths tar been emo "ted for PAM (ple ample modulation), ig! QAM (quatre ample ‘mevdolaian, AM (amgtade mada). ASK (amphi tt kyig), ad PSK (Gns-ti-keying signals (Brown, 1987, Gazdar, 1987s Garccr aed Brown, 196; Gardner and Vektsraman, 1990 Res and sa, 1990 Petersen, 1992 Gar 1983. Fact: Thebiassand variances of prameterestinatrs (efor TDOA ine lterece ots FDO (hegre ierece fal) an ADA (nga ial of poegating waves) canbe mc ower expecially fc mii neon, leas, when lgrits hat explo tesa select asocined wih eye, ‘oom (rer tan ignore by wean We signals If hey were stom) ‘ac tnd, This hasbeen demonsbted fer vos pes of commucatons signals (Garde, 987, 19485, 1980, Gardner and Chen, 198, 192, Chen 198, Che nd ‘Gunes 192; Schl and Gardner 19, 198001991902, 1983: Shel 1990 ‘Gunes and Spooner, 193 20 ea 98,190,193; Xu and Kilt, 1392). Fact §: For he design an assis of stems that syncronize oe! dig ta lock ad sin-wave gener ote fequenses sa phases of peries ‘embeded in recived comuncaon nd leat signa the oper cpl tons cri ans 1980, Fans and Bubrousll, 1974 owes, 082, 1985, 1984; Garner 9860, Fact Forth design of algo har ily adap sensor sys to perform spt fering for eal string ado mitigtion of mula fang tt), ploaton of signa slit esockted wih ycxtatnaty es prven fo be ately powerfl (Agee et al, 1987, 1988, 190, Stell and Gains, 1390s, ‘une 19900) ad pieaton to mule wiles communications pee tobe promising (Gardner ta, 199; Schell a 1983) Fact 7: or the design of lgrithsthat op chao naz to remove inraymbo!inereence in gta eomnicton ptm, explottion of the fase information comand in send order lotion sata oe canoe! ete ‘rable tind slsptaton without be us of highenorer stats cf Chap 3 ‘Aces ae Sin hie vote). Anetra Sit , act 8: For aio-signal analysis, icing deteton, case, mds tion eogaion, source Teton, ey the eee spectrum wale aed eed sizes tnt exploit eyclosiatonarty have proven to be say sred (Garces, 1965, 1086, 147s) 19885, 190s¢, 19a: Gardner eta, 1987; Brow, 187, Roberts, 198, Robert ta 199; Brown and Loomis, 1992 Spooner and Gude, 1991, 19230; Gare and Spooner, 190, 19825 Spooner, 192), Fact 9: or the design and aalyss of commaniiions syste tht com ‘wofateunintetonal slants tat nave generate Spec tes fom ‘ofl mesage sia, th property of jlotsionanty icc (Camptel & 11983; abuuegueet a, 1984) Pact; Feracoutie mise assis forrontig machinery theeciespecoum soalyze ods promise fo inproveddagnss of machoe wes (en our, Sed water ve, and hyoloci pans) and for detection, caseaon, snd eeu of economy aie sources (eg submarines) (Spams 1992). act 11: Maty sats infrnce and dean problems involving mi einer cylnionry gas in noe ean explo teeta 0 (pet aang eau ofthe abet nolae tence al sep af he plc Eas in the signals (Garde, 1987, 199, 19913, 192). Tet tow conse soe fe mathe aie fo staying cclta Snr Coser eee ecg a pr abi stony posers tv mare incon with aonsy proceed ter ‘ibelases of ensiationay proces. The cmmonatcaresharedty cesta. iy processes suggests (ad nsome wayths as aeady tee oven at npc "heres and special tris for stationary process ca be exteaed andor ge ize, Ut imparane eae foe gotrallynontansy process at ‘peslzed, to yelonsionary grocer Ths petal for mates popes ‘oupedwib the incrensngy ecogzedinperaes of ejloaont opts [oben vies song olvation fr aarti thn rcs. ‘let cramps of porta oreo for tion (ronson) roceis tat shal! boar have been eenedgenerliz (or spade [Bea ee (ons the ay ven ow). ‘opie rtf Wiener inchin and Shioe-Kalmogono theorems relang temporal and pecia maments an cman (Care 19861987, 19906: Ga ‘eral Spooner, 1990, Sonne pd Carter 199, Spooner, 19: Chg in ‘is vlune) “Tople 2:1 Spearalrepresntaion theory (eg. for baronizable process) (ihe, 1963; Har, 197, 158, 1951; Hons, 182; Rao and Chang, 198; (Cape in stuns) "Sa pear me any eh pi {Sm pen rue ms ean paca we ok {Scena tn etn pens i malig Pe 1 Sito pepea arn a pony ea ong io."Topic 3: + WolCramér theorem om decomposition of proces it in ‘ular and repar components and decomposition of ts spectrum no discret aad ‘continuous camponets (Marne and Sale, 198, ale Tn hs vom). “opie 4. ¢» Wiener and Kaman smoothing, ring and prediction tory (Gane, 1972, Gude and Frank, 1975; Garde 1985, 1987s, 19% Brow 1987; Gare nd Brown, 1989; Chater S an Arle in his vane) ‘Tope $+ Theory of AR. MA, and ARMA models linear prediction, and parametric spectral estimation (Bresfor, 197; Pagano, 15 Mimosa Sli, 90; Tio and Gre, 1980; Saks, 1962, 1985, 990,199; Pound snd Sle 1965; Veschi, 1985; Oteysckers and Ss, ‘opie + Theory ofa alors for ner preticton and iterng (Sai, ton, 1983) ‘opie 7: «Markov teary of satespace ereenaions (Rocteberg and (ovat 197, 1978; ita, 967 Bien sm Deion, 1993; Chapter inthis ou ‘opieB: + Birth Ego Theorem andaszoiated ego theory (edo, 19653; Bhum and Hans, 196; Boyes al ardor, 198; Mond, 1990) ‘TopleS: ++ Theor consistent romperametic estimation of emporaland ‘specoal ome and cmalants (Grek, 195% Har, 196, 1989, Alene, 158, 1991; Gur, 1985, 1986, 1987s, 1991b; Dey, 1991, Spanner, 990, ‘Spooner and Gardner, 1991, 1982: Genossar tal, 1993, Bud a Leshan, 1592, 1932h; Chapter? inthis ome) ‘Toples0: j} Theor ofhgher onder statics enporalandspectal moments and cumulant) (Gator, 19805; Garde ad Spooe, 1980, 19825 Spooner an ‘Gan, 19924; Spooner, 1992: Chaer 2 inh ois) 2 FUNDAMENTAL CONCEPTS, PHILOSOPHY, ‘AND DEFINITIONS ‘Wat do we need to secomplish her? We need a general description fhe per of signalsthtmotate the work eng doneunderthenane of eystaosriy: wenesd 1 peer uel dation af he inal propery eld yeoman we eed toundersap what mathmascalloocrpal reworks ae pry ar for formlang and saving pacts! pobime ivvng consis sigs parc thse ase i conmenicton sytem cei a aes tad oe ‘ete sign procesing ‘We sl ee tat an enpircally matted approach to accmpsing tne Sings eas tral toa pct oncepl rework However se sn enn Coy Se ” versie from af toch processes int itdoesotimolve be concept of anensembie of random samp. 2.4 Signal Types “The pes of ils of rary ners ere arthose normaly encountered incom maton systens. These igs re pill onpedcabl and occur overlong, {ia Une. That, ey en sme see random (is doesnot acest ‘ean och) and hey ae persistent rater thas tases. The igs oP ically rate tom pial souoes wid mca ha cer tne vast, ‘vidi or palpi. Ths te characters of the pia sal genersing ‘mechani ary polypeiodcally wih tne (is ielades as spec cass pod ‘aoa ad ine inarian). 1 some eases the signal generating mechanism an ‘decomposed to more meray sil generators whose opts amined = {get orm he sipaofimees. Some of ese move cemetary inal generate ‘hunt characters alo wh are time vain, hereby ing rie aon ‘ryan signals. Other leary igrals can be spl pee or polypeic ‘nctons of te Thus tbe signals of itt oe const of conto — dive, eulipeave, and oles story and papers ond ‘ae caledpobeelsitionary sigs. 2.2 Operational Definition of Plyeyclostationaity ‘Wat physical evidence ina ig evel that thre i pope ime wasn preset ia ie gevesing mechani? Fount tee rang chiguows a Sect thisqueston hat appears tobe adzquat fc the general purpose of Sess ‘nd analyzing signal pocesing lors that explo orn someway ole te ‘ineying plyperode tievariaon: We sal st tha plypeoic ie varaon ‘xs nth generating mechanism of sigal fan ol ts posible eer ‘Ste te tide ative polyp component fen he sil by pasting {through ene apron oir taesformtion hats mini 2nd SB ‘We in sets san operational defaon of pales. 2.3. Operational Origin of Probabltic Models ‘Terearetwo pacar ineresing ways characte an aequaely lage cst sllnetnexarsfornations hat ou potetally generar plyperoic compen from polyeyeasationay signals. One way it feu tht al tesforatos of | Sots ewes ins peered? Vara saris (cha multi ‘ayer se wih enw of vases indeed by tne). Ths, forasgnal = “ogee tae na pense ‘pusw angie ecu apc ey. Ser ere an aang ‘inten nga nes eg aeons ne aesot atandomsion se he 29=¥ [ beratsenear i i it dr ly rote seterden Pat. snd (rte mh order Vera keel. Forexampe ll uaaforatons at {Be cnrnooos and have fie merory ami comerpet Wola series eset: "Anober way 0 rege ttl ransormains be erent 8 cmmo- Ion with fie prac of Die dens: 200 = for []6ba- H+] merase sth ihc eed ta Remi Stir nega so [onset we were . Laestmrde 8 Tbs) nd 19 tention 10) I s20 Feo, for whit) = a(2ds, For example al continous transformations wih it tlsrte memory ami his representation. Altbough i epresetaion of) 8 terms of ae appar to scampi nthng, we Hal sce hat te ery weal for our purpore er. "Te operon, denoted by PL, for ewacting the itive polyp com- poset of sia Incr explained subsequent). Therefor, he pope Enmponent of weighted sm of ira isthe meee sum of plypeadc com ooets Consquenty, he paper compan f test pe of ansformed nals given by Pigean =D f weraPtese2d ds se Cyan Sg 8 sd that of be second typ of wanted signal sen Pisce = f eae Putin re As expan nr on, the fsetion PL, reas atomically eqn to te one mthondr momen nando vats j= x04 5). 1,2. m, nthe econ P(e) tober equal ete Hobe dition fore sane N random ares, atd tes equvaleoes ‘veal ha he polyp cemponent extn operation Pi mathemati _spvlent othe probailiic expetation operon In fac, booing 862) = 1a Inthe preceding equation yields rustoo f[fpy]enue. whic i the sandard ormaa om probably tery fr he mh ender momenta tems ofthe mvrder probly dstbaon ‘Weve, thn hatte physical eridncs naar of polyp wariion inthe pensting mechanism ie sil s comply characte sigma ‘enperalmoment fineon eis temporal potbiy dtabton futon Thais th poled compen ofthe dea rout ofthe spl temporal moment ‘nto and be poyprodc componet of i ator produ reper eo ‘tility batin. Rene, weed etuly bya prctcly natal gy ioe problem of mately characraing pial evidence of plypenodle ‘tine raftion man unpedicable gal, ta pobulisic desrpuen oe ia Mereove sexpnined aero thes manta seb eel ose coespondng a plyeycestnionry stochastic roees with Pop eee ‘popes (led coupon) nw ea he sgl x) ean terpeed ‘3 oanple pth (one eesemble men) ofthe sch process. Hower, np oC bis equalesstetvoon te mstbemaica mal of ype tne varaton ‘drying a sgl and 2 comespnding sacha proses ote, the concep ‘amen of a sochasic pees and is sociated nso fundamental ‘erent frm te coocpalfamovork of single signa hat i characterized all the polyperodc components th can be govetated fo twig online eas ‘omatns. I is he ime concep amework, nt the Ferme tha smote ‘bythe desir to design and arly sig procesas that expat Be gerbe olpeidicomponers. 2.4 Stochastievs. Nonstochastic Operational Models Weneedtoundernand esses an difeences betwen the soca proces ppoach andthe noasostascsgal or nese) aposch to cone, roe)Aefning and modeling stationary (S),cplstinary (CS) ani plyeclosatonay (CS) igus and wo devetoping deory—ne he cased eer of aia infer ‘ence and decison gue pacc of esgnng and analy snal procs Ageia. "The noses time seve apyoseh ohi subject has ot sine he wide love of acceptance tate stochasepocess aprachenoy, paral ors tocar proceses. This is belted ob primarily ase of ie lied exponie ‘hat tener approach a sve. The sin ent werk (Gare, 3873) ‘ndevelping tenes approach been ing eae of mates {ce andthe uty of engineering pragmatism togaher to produce elepat poten, solving?” The treatment preseed he ms a the same target e focus of Stein on imprant cones fr maberaisans who ee abou the appeal in ofthe mathematics of polyeyclosonary signals and for enpcere who sek ‘mor than a sopecicluestanding of not oly th "Row" bat lo the “wy” of obeyelstatonay signal processing. iorever, before enbaing on dstsson of specie mathematica! ees ‘ions and properties, questions of mathematical execs and unsolved matbenatial woblems ae summary of thessene of te dieencs aod sis, fom an ‘peratomal Sandpoint two altemnve approaches presented. “When propel restricted oappoprit domains of deiion (Le, requing stochastic process mls to exhib certain erode properties and requirng tie ‘eres modes exit cern ely popes that guannicete existence of {nny long tine average) ether apronchcen be red obtsn the ame es Indesvingsiga-pocesingalgoritns ad analyzing he prtormances (Gude, 19903) However, tis pot guranted hat any pacar oer wl fat obtain the same resis repurdesof the approach used, Deca ench approach ass fungus conceptual abuts Thos, ti pod ere at he mot Point fob sales ned to undertand tow oak bom aproaher Some robles ‘Bay raul one apptoah othe che, nd same ote bles may tenet fom applieaton of both preaches, For example vmsines sear Seow ‘wey cua paral teraiclcalalston cing one rte oer approach (Gestohasi process pyouch nemsto be veel here) nd sometimes iesier pata my Se * to rele the mathemati to the rea word poem a hand sing oe othe ater ‘Sprouh (i nonochasctne series ppecah sees to befavored ie wibeaad {omar ofthe appiions discssedin is boo?) ‘Mathematicians hie, fer the most part, chosen the soe pocess rame- ‘wrk fort work bene te spare mote amenable deep memati ‘wearoet Statscan bv, forte ost pr, cose the aproeh esas Inference and decison tht bandon tachaas proces Decne doe ntl ‘eth probleof mating inference abot popaton on he Bas fia “ano” amples rm the population, wich she silanol. ‘Theconcpto population orcas, so matral Gissumbe af steatosis communictns ening ad sigal rocesing or ies analy fox engi ‘ering purposes; however, thee are ary oer engineering (andes) robles volving time srie dn where the ensemble caneps Betton inlevat, oh eis inappropene. Ta hese cases, ses fe fre an apbation of the they ‘soca processes ot hel word pobiebeese thy Rave ot eared {hs thee viable sortie foetal inference an ison. Thc ad 2.5. Nonstochaste Statistical Inference and Decision “Leto consider how a thor of tsi inference and decison can bee be corpo igle inesens whoa reference oan ese Maal ‘ynomanell alr pobemsinengineing and sens ave ie ses X60 where Xt) rs sample pth ofthe sacha process XC) coreponding othe Sample point o = a2), Index by on That he ensemble meer of 2X1) corespord ous of (as somorpise. Wie as smorie eneepolly wel, armatheratially iors stay ofits ot (eo my knowledge) then performed. For example, does sich a chase process comespondig 103 reatime serie stall ext) "We an jstifably a, Just how vial ise ine spsceery?—do wale bese timeseries modes exist” The answer othe late qeston I "Yes ‘examples ae povided by pial sample pas of egoie sacha processes. Bs, Cane const elie series modes?” The eae, again "Yes" We ean “onset these way we do for toch process, xcept we Spey rn) sted of Fay) Regarding the nes tothe fist quesin, we might ak “Doe this apaeot reine, of xitece of tine srs on toch processes det fom fhe concep tal simply of working with ieee aber tun stochastic processes?” THe ser in my opinions” Antinori Si ™ {etn ace he conceal ths for oth toch procestes tn ier so tht we can se specify were hy ar pre and wie ey dvr. As ‘ore, we begin wth soca pocenes by giving te Sefnion of toca oF Hocsses of nest te sud felony, uel, proce haw 5, (CS, or PCS of nr nthe se sna), 2.8 Stochastc-Process Defisitions Defnion I- Xi) ea proces and oni i ay (independent of te ‘oe ranlaton parame Definition 2: X09) isa CS process wih pei Tif and eal if Fy) peso int wih pred 7. Detnion 3 saPCS prowess wih pres [7 = Ts Te Ts ifand ‘only fF) potperiatic im with pros [71 (which es sm of period Fanon wit singe ios TT Fy.) “Tne tionship among the cst geal nostionay (NS) processes the he hse 5, C3, and PCS can be esrbed with the Ven gram sbowa NS PCS erence tc, Wess isfftn exp te ober P oncton ina arse Fane) = Feat = Fit, here (seth Fourier onc, and wrth sinasil componente anew genFo Jin [nce at =P [Fwineo om 2B [Ayoo) For ary fncsion (for wich (00) exis, we ave n= ce 4) here es cons ce" = 82H), andr) = MO) ~ ce" isthe resin foewhich E (ri = 0. Comequenty, we ell the operation ByePlocs em te sine navecomponen exracer. Ica be thoght ofa hemi, as bandh tes 0 mr, of a tandps iter wth ener fequocy aad uty pin wa For 120, vedoes tothe cnstan-component extacerE 29 Time-Seret Definitions "Now et tm fom tock pocesies to time-series, Before we ean ge the ‘hl ine apes defniton ofS, CS, ol PCS ime srs, we nod generale the temporal expecation operon 8°). The appropiate generation sng the ‘omof ine ave conponen exact Leu fora sinewave quencies in some ta) of interest. Tus, £1) i cal the ‘ulipiesine wove conponemtentracoror.eivaety, ue plyperiodccomponent ‘uracor, (sien ote operator P sessedin Section? 3) The sinewave Treqencesaretheharnnis he reciprocals he eis 71/3 1/7. ofa Tn tems of te generalized tempor expectation option, we can dee the pobperidic POT PD: amy Fhe ° (Fea oy} se ppd FT Ps Sih = 5 Pie. isnt obvious tt (snd avai pod dar fonction, rotons evel in (Cader an Bro, 991). We bee flowing ‘orm patent nanan Sip » Fundamental Theorem of Polyperidie-Component Extraction For erey inerrant function) fer which BY x] exis, we have cde 8D ny [a nee ar i ers “Te alii of ie teres cn be Heated in th sae way te vay of ‘te fant heron oferta component exacion aerated. Alo ‘team is valié more geaealy i g() = gs payperiode nine "We ae now in poston to dee he ase ofS, CS, an PCS order in ‘he sess) ie series, Let a betes of lao wich, #0 Defniton x) 2 tines ian nl Fl) xia O08 ‘siodpedet of Be ine wrnion purer ha = Defnton 5: 20) v8 CS tier with eid tant ely if FEL) sist andg Dodie peed int withered F(a} =(ome 1. Defnign 6:0) ie PCS tie sees wih pds 17) = Th Tif sn onl Fiend Dans poled ne wit pais 7. ‘The reins among hse tee cass of ines canbe ecb wih Vem dara shown ini exept ht rinses, ie tochasic Promte he sper NS doesnt. Generel nestor POT PDs ceo df toup ealyS FOT PDs which ae NS, canbe ee by ing te tmeseraging sera wed a Boone of feng 2). "These definitions of SCS, and PCS ineseies repeat 8 madicaton of revous Wold (Wo, 1968 dened sttonary (S) me seis be Se for whch Pye) exis a0. To refine is Sefton, Gare 1987) fed a prety ine sein Be tess for wich FC) = O fra {© #0. Following Wd (Gre, 967) alg ened a ecastinry (3) tine Sets wih prod 7 10 te ae for wach Fe) ens and Or soe (al € ttemonis of 1/ 7) anos ha prs CS tine ser vas eed oe (Cts for wich Fh) = Of hares o 17). "Teanga hese pevoy deed clases of Uie-e can be desorbed with he Ven Sasa shown in Fig 3. Oberst he nesting of he Chaser 9.68. and PCS PCS ied om hat in Fig ore cles SCS, ‘84 PCS The ditions of 5S, ad PCS fr Das foratheary of nei Shin some wap haa renger aly wh he ay of ech precencs an oesthe ory at con te asd cn the provoes defo of SCS and PCS. ‘a the oar hn th previous coc a pe tarry snd pre pla ‘ir se ao wine fanevor ofsiocac pric Stee ese tmeps