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Principal Components Analysis of a Cyclostationary Random Function

Alain Boudou 1 Sylvie Viguier-Pla 1, 2 
1 IMT - Institut de Mathématiques de Toulouse UMR5219
2 LAMPS - LAboratoire de Modélisation Pluridisciplinaire et Simulations
Keywords : Cyclostationary random function Orthogonal projector Principal Components Analysis Random measure Spectral measure Stationary process Unitary operator
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https://hal-univ-perp.archives-ouvertes.fr/hal-03550536
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Submitted on : Tuesday, February 1, 2022 - 10:22:52 AM
Last modification on : Friday, August 5, 2022 - 2:41:30 PM

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Alain Boudou, Sylvie Viguier-Pla. Principal Components Analysis of a Cyclostationary Random Function. Functional and High-Dimensional Statistics and Related Fields, Springer International Publishing, pp.35-42, 2020, Contributions to Statistics, ⟨10.1007/978-3-030-47756-1_6⟩. ⟨hal-03550536⟩

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