Statistical Tests for Presence of Cyclostationarity

Amod V. Dandawaté, Georgios B. Giannakis

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Presence of kth-order cyclostationarity is defined in terms of nonvanishing cyclic-cumulants or polyspectra. Relying upon the asymptotic normality and consistency of kth-order cyclic statistics, asymptotically optimal x2 tests are developed to detect presence of cycles in the kth-order cyclic cumulants or polyspectra, without assuming any specific distribution on the data. Constant false alarm rate tests are derived in both time- and frequency-domain and yield consistent estimates of possible cycles present in the kth-order cyclic statistics. Explicit algorithms for k ≤ 4 are discussed. Existing approaches are rather empirical and deal only with k ≤ 2 case. Simulation results are presented to confirm the performance of the given tests.

Original languageEnglish (US)
Pages (from-to)2355-2369
Number of pages15
JournalIEEE Transactions on Signal Processing
Issue number9
StatePublished - Sep 1994

Bibliographical note

Funding Information:
Manuscript received December 21, 1992; revised January 19 1994. This work was supported by ONR Grant N00014-93-1-0485. The ass’Kiate editor coordinating the review of this paper and approving it for publication was Prof. Mysore Raghuveer. The authors are with the Department of Electrical Engineering, University of Virginia, Charlottesville. VA 22903-2442 USA. IEEE Log Number 9403284.


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