Testing the equality of the spectral densities of several uncorrelated almost cyclostationary processes
Rui Zhou, Mohammad Reza Mahmoudi, Sultan Noman Qasem Mohammed, Kim-Hung Pho
Abstract
In this work, a new approach to compare the spectral densities of several uncorrelated almost cyclostationary processes is proposed. The asymptotic distribution of the discrete Fourier transform is used to establish a powerful test statistic. The behavior of the introduced technique is examined in both simulation study and real data case. The results verify the suitability and applicability of the given approach.
Topics & Concepts
Cyclostationary processUncorrelatedStatisticMathematicsFourier transformDistribution (mathematics)Test statisticStatistical physicsDiscrete Fourier transform (general)StatisticsAlgorithmStatistical hypothesis testingApplied mathematicsComputer scienceFractional Fourier transformFourier analysisPhysicsMathematical analysisTelecommunicationsChannel (broadcasting)Fault Detection and Control SystemsImage and Signal Denoising MethodsControl Systems and Identification