An identification problem in almost and asymptotically almost periodically correlated processes

Abstract

Consider a unknown realizable time-invariant linear filter driven by a point process. We are interested in the identification of this system, observing only the output random process. If the process is almost periodically correlated but not periodically correlated, we can identify the filter, using the second-order non-stationary spectrum of the process. We do not require the assumption that the filter is minimum phase.