A Regularized Maximum Likelihood Estimator for the Period of a Cyclostationary Process
D. Ramírez, P.J. Schreier, J. Vía, I. Santamaría, L.L. Scharf, in: Proc.\ Asilomar Conf.\ Signals Syst.\ Computers, Pacific Grove, USA, 2014.
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Conference Paper
Author
Ramírez, D.;
Schreier, P. J.;
Vía, J.;
Santamaría, I.;
Scharf, L. L.
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Abstract
We derive an estimator of the cycle period of a univariate cyclostationary process based on an information- theoretic criterion. Transforming the univariate cyclostationary process into a vector-valued wide-sense stationary process allows us to obtain the structure of the covariance matrix, which is block-Toeplitz, and its block size depends on the unknown cycle period. Therefore, we sweep the block size and obtain the ML estimate of the covariance matrix, required for the information- theoretic criterion. Since there are no closed-form ML estimates of block-Toeplitz matrices, we asymptotically approximate them as block-circulant. Finally, some numerical examples show the good performance of the proposed estimator.
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Proc.\ Asilomar Conf.\ Signals Syst.\ Computers
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Ramírez D, Schreier PJ, Vía J, Santamaría I, Scharf LL. A Regularized Maximum Likelihood Estimator for the Period of a Cyclostationary Process. In: Proc.\ Asilomar Conf.\ Signals Syst.\ Computers. ; 2014.
Ramírez, D., Schreier, P. J., Vía, J., Santamaría, I., & Scharf, L. L. (2014). A Regularized Maximum Likelihood Estimator for the Period of a Cyclostationary Process. Proc.\ Asilomar Conf.\ Signals Syst.\ Computers.
@inproceedings{Ramírez_Schreier_Vía_Santamaría_Scharf_2014, place={Pacific Grove, USA}, title={A Regularized Maximum Likelihood Estimator for the Period of a Cyclostationary Process}, booktitle={Proc.\ Asilomar Conf.\ Signals Syst.\ Computers}, author={Ramírez, D. and Schreier, P. J. and Vía, J. and Santamaría, I. and Scharf, L. L.}, year={2014} }
Ramírez, D., P. J. Schreier, J. Vía, I. Santamaría, and L. L. Scharf. “A Regularized Maximum Likelihood Estimator for the Period of a Cyclostationary Process.” In Proc.\ Asilomar Conf.\ Signals Syst.\ Computers. Pacific Grove, USA, 2014.
D. Ramírez, P. J. Schreier, J. Vía, I. Santamaría, and L. L. Scharf, “A Regularized Maximum Likelihood Estimator for the Period of a Cyclostationary Process,” 2014.
Ramírez, D., et al. “A Regularized Maximum Likelihood Estimator for the Period of a Cyclostationary Process.” Proc.\ Asilomar Conf.\ Signals Syst.\ Computers, 2014.
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