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About autocorrelation matrix of a Periodic correlation function

Started by ryujin_ssdt November 1, 2007
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?