What properties an autocorrelation matrix would have if the corresponding autocorrelation function is periodic in time with certain integer period T?? I am interested in obtaining something like a cyclic autocorrelation matrix of a cyclostationary process but have no idea where to start from. The cyclic correlation functions are simply the fourier coefficients of the normal correlation function. The question is how to translate this to autocorrelation matrices, that is what would be the relation between the correlation matrix and the cyclic correlation matrix?
About autocorrelation matrix of a Periodic correlation function
Started by ●November 1, 2007