A cyclostationary random process is a stationary random process whose sample functions can be expressed as a linear function of an underlying autoregression. By this definition, cyclostationarity is a special case of the general concept of spatio temporal stationarity in time series analysis, and it encompasses classical nonstationary processes such as trend-cycle components and seasonal components. What is cyclostationary random process? In a purely mathematical sense, a signal could be considered “cyclostationary” if its covariance functions has no explicit time lags, but this usage is very uncommon. In practice, the term refers to processes for which there exist parameters ...Read more

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