Detection of multivariate cyclostationarity Articles uri icon

publication date

  • October 2015

start page

  • 5395

end page

  • 5408

issue

  • 20

volume

  • 63

international standard serial number (ISSN)

  • 1053-587X

electronic international standard serial number (EISSN)

  • 1941-0476

abstract

  • This paper derives an asymptotic generalized likelihood ratio test (GLRT) and an asymptotic locally most powerful invariant test (LMPIT) for two hypothesis testing problems: 1) Is a vector-valued random process cyclostationary (CS) or is it wide-sense stationary (WSS)? 2) Is a vector-valued random process CS or is it nonstationary? Our approach uses the relationship between a scalar-valued CS time series and a vector-valued WSS time series for which the knowledge of the cycle period is required. This relationship allows us to formulate the problem as a test for the covariance structure of the observations. The covariance matrix of the observations has a block-Toeplitz structure for CS and WSS processes. By considering the asymptotic case where the covariance matrix becomes block-circulant we are able to derive its maximum likelihood (ML) estimate and thus an asymptotic GLRT. Moreover, using Wijsman's theorem, we also obtain an asymptotic LMPIT. These detectors may be expressed in terms of the Loève spectrum, the cyclic spectrum, and the power spectral density, establishing how to fuse the information in these spectra for an asymptotic GLRT and LMPIT. This goes beyond the state-of-the-art, where it is common practice to build detectors of cyclostationarity from ad-hoc functions of these spectra.

keywords

  • Cyclostationarity
    generalized likelihood ratio test (GLRT)
    locally most powerful invariant test (LMPIT)
    Toeplitz matrix
    Wijsman’s theorem