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The Wold isomorphism for cyclostationary sequences
Linköping University, The Institute of Technology. Linköping University, Department of Mathematics, Mathematical Statistics .
2004 (English)In: Signal Processing, ISSN 0165-1684, Vol. 84, no 5, 813-824 p.Article in journal (Refereed) Published
Abstract [en]

In 1948 Wold introduced an isometric isomorphism between a Hilbert (linear) space formed from the weighted shifts of a numerical sequence and a suitable Hilbert space of values of a second-order stochastic sequence. Motivated by a recent resurrection of the idea in the context of cyclostationary sequences and processes, we present the details of the Wold isomorphism between cyclostationary stochastic sequences and cyclostationary numerical sequences. We show how Hilbert-space representations of cyclostationary sequences are interpreted in the case of numerical CS sequences.

Place, publisher, year, edition, pages
2004. Vol. 84, no 5, 813-824 p.
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URN: urn:nbn:se:liu:diva-22217DOI: 10.1016/j.sigpro.2004.01.002Local ID: 1375OAI: diva2:242530
Available from: 2009-10-07 Created: 2009-10-07 Last updated: 2011-01-12

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Koski, Timo
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The Institute of TechnologyMathematical Statistics
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