TESTING FOR PRESENCE OF KTH-ORDER CYCLOSTATIONARITY
Amod V. Dandawatt · 1993
Presence of kth-order cydostationarity is defined in terms of non-vanishing cyclic- cumulants and poIyspectra. By exploiting the asymptotic normality and consistency of k th-order sample cydic- statistics, asymptoticdy optimal x2 tests are developed to detect presence of cydes in the kth-order cydic- cumulants and polyspectra, without assuming any specific distribution on the data. Statistical tests are derived in both time- and frequency-domain and yield consistent estimates of possible cydes present in the kth-order cydic-statistics. Explicit algorithms for k 5 4 are discussed. Existing approaches are rather empirical and deal only with k 5 2 case. Simulation results are presented to confirm the performance of the given tests.