Nonparametric Polyspectral Estimators for kth-Order (Almost) Cyclostationary Processes

Amod V. Dandawate, Georgios B. Giannakis

Research output: Contribution to journalArticlepeer-review

126 Scopus citations


Second-and higher-order almost cyclostationary processes are random signals with almost periodically time-varying statistics. The class includes stationary and cyclostation-ary processes as well as many real-life signals of interest. Cyclic and time-varying cumulants and polyspectra are defined for discrete-time real kth-order cyclostationary processes, and their interrelationships are explored. Smoothed polyperiodograms are proposed for cyclic polyspectral estimation and are shown to be consistent and asymptotically normal. Asymptotic covariance expressions are derived along with their computable forms. Higher than second-order cyclic cumulants and polyspectra convey time-varying phase information and are theoretically insensitive to any stationary (for nonzero cycles) as well as additive cyclostationary Gaussian noise (for all cycles).

Original languageEnglish (US)
Pages (from-to)67-84
Number of pages18
JournalIEEE Transactions on Information Theory
Issue number1
StatePublished - Jan 1994

Bibliographical note

Funding Information:
Manuscript received March 6, 1992; revised September 30, 1992. This work was supported in part by the National Science Foundation under Grant ME’ 9210230 and under ONR Grant N00014-93-1-0485. This paper was presented in part at the 25th Asilomar Conference on Signals, Systems and Computers, Pacific Grove, CA, Nov. 4-6, 1991.


  • Nonstationary spectral analysis
  • asymptotic distribution and variance
  • cyclostationary sequences
  • higher order statistics
  • nonparametric cyclic-polyspectrum estimation consistemcy


Dive into the research topics of 'Nonparametric Polyspectral Estimators for kth-Order (Almost) Cyclostationary Processes'. Together they form a unique fingerprint.

Cite this