Supriya Ghosh (Editor)

Spectral correlation density

Updated on
Edit
Like
Comment
Share on FacebookTweet on TwitterShare on LinkedInShare on Reddit
Spectral correlation density

The spectral correlation density, sometimes also called the cyclic spectral density or spectral correlation function, is a function that describes the cross-spectral density of all pairs of frequency-shifted versions of a time-series. The spectral correlation density applies only to cyclostationary processes because stationary processes do not exhibit spectral correlation. Spectral correlation has been used both in signal detection and signal classification. The spectral correlation density is closely related to each of the bilinear time-frequency distributions, but is not considered one of Cohen's class of distributions.

Contents

Definition

The cyclic auto-correlation function of a time-series x ( t ) is calculated as follows:

where (*) denotes complex conjugation. By the Wiener–Khinchin theorem, the spectral correlation density is then:

Estimation methods

The SCD is estimated in the digital domain with an arbitrary resolution in frequency and time. There are several estimation methods currently used in practice to efficiently estimate the spectral correlation for use in real-time analysis of signals due to its high computational complexity. Some of the more popular ones are the FFT Accumulation Method (FAM) and the Strip-Spectral Correlation Algorithm. One method to calculate the spectral correlation density of a discrete-time signal x [ n ] with sample period T s is to first calculate the sliding window discrete Fourier transform:

N′ a [ n ]

References

Spectral correlation density Wikipedia