Statistical tests for presence of cyclostationarity
The 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 /spl chi//sup 2/ tests are developed to detect the 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/spl les/4 are discussed. Existing approaches are rather empirical and deal only with k/spl les/2 case. Simulation results are presented to confirm the performance of the given tests. >