Testing for presence of kth-rder cyclostationarity

Abstract

The presence of kth-order cyclostationarity is defined in terms of nonvanishing cyclic cumulants and polyspectra. By exploiting the asymptotic normality and consistency of kth-order sample cyclic statistics, asymptotically optimal chi /sup 2/ tests are developed to detect presence of cycles in the kth-order cyclic- 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 cycles present in the kth-order cyclic-statistics. Explicit algorithms for k>