Symmetries of Higher-Order Temporal Probabilistic Parameters in CSP

What are the unique parts of the multidimensional cyclic moments and cyclic cumulants?

In this post, we continue our study of the symmetries of CSP parameters. The second-order parameters–spectral correlation and cyclic correlation–are covered in detail in the companion post, including the symmetries for ‘auto’ and ‘cross’ versions of those parameters.

Here we tackle the generalizations of cyclic correlation: cyclic temporal moments and cumulants. We’ll deal with the generalization of the spectral correlation function, the  cyclic polyspectra, in a subsequent post. It is reasonable to me to focus first on the higher-order temporal parameters, because I consider the temporal parameters to be much more useful in practice than the spectral parameters.

This topic is somewhat harder and more abstract than the second-order topic, but perhaps there are bigger payoffs in algorithm development for exploiting symmetries in higher-order parameters than in second-order parameters because the parameters are multidimensional. So it could be worthwhile to sally forth.

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Symmetries of Second-Order Probabilistic Parameters in CSP

Do we need to consider all cycle frequencies, both positive and negative? Do we need to consider all delays and frequencies in our second-order CSP parameters?

As you progress through the various stages of learning CSP (intimidation, frustration, elucidation, puzzlement, and finally smooth operation), the symmetries of the various functions come up over and over again. Exploiting symmetries can result in lower computational costs, quicker debugging, and easier mathematical development.

What exactly do we mean by ‘symmetries of parameters?’ I’m talking primarily about the evenness or oddness of the time-domain functions in the delay \tau and cycle frequency \alpha variables and of the frequency-domain functions in the spectral frequency f and cycle frequency \alpha variables. Or a generalized version of evenness/oddness, such as f(-x) = g(x), where f(x) and g(x) are closely related functions. We have to consider the non-conjugate and conjugate functions separately, and we’ll also consider both the auto and cross versions of the parameters. We’ll look at higher-order cyclic moments and cumulants in a future post.

You can use this post as a resource for mathematical development because I present the symmetry equations. But also each symmetry result is illustrated using estimated parameters via the frequency smoothing method (FSM) of spectral correlation function estimation. The time-domain parameters are obtained from the inverse transforms of the FSM parameters. So you can also use this post as an extension of the second-order verification guide to ensure that your estimator works for a wide variety of input parameters.

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Simple Synchronization Using CSP

Using CSP to find the exact values of symbol rate, carrier frequency offset, symbol-clock phase, and carrier phase for PSK/QAM signals.

In this post I discuss the use of cyclostationary signal processing applied to communication-signal synchronization problems. First, just what are synchronization problems? Synchronize and synchronization have multiple meanings, but the meaning of synchronize that is relevant here is something like:

syn·chro·nize: To cause to occur or operate with exact coincidence in time or rate

If we have an analog amplitude-modulated (AM) signal (such as voice AM used in the AM broadcast bands) at a receiver we want to remove the effects of the carrier sine wave, resulting in an output that is only the original voice or music message. If we have a digital signal such as binary phase-shift keying (BPSK), we want to remove the effects of the carrier but also sample the message signal at the correct instants to optimally recover the transmitted bit sequence. 

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‘Can a Machine Learn the Fourier Transform?’ Redux, Plus Relevant Comments on a Machine-Learning Paper by M. Kulin et al.

Reconsidering my first attempt at teaching a machine the Fourier transform with the help of a CSP Blog reader. Also, the Fourier transform is viewed by Machine Learners as an input data representation, and that representation matters.

I first considered whether a machine (neural network) could learn the (64-point, complex-valued)  Fourier transform in this post. I used MATLAB’s Neural Network Toolbox and I failed to get good learning results because I did not properly set the machine’s hyperparameters. A kind reader named Vito Dantona provided a comment to that original post that contained good hyperparameter selections, and I’m going to report the new results here in this post.

Since the Fourier transform is linear, the machine should be set up to do linear processing. It can’t just figure that out for itself. Once I used Vito’s suggested hyperparameters to force the machine to be linear, the results became much better:

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CSP Estimators: Cyclic Temporal Moments and Cumulants

How do we efficiently estimate higher-order cyclic cumulants? The basic answer is first estimate cyclic moments, then combine using the moments-to-cumulants formula.

In this post we discuss ways of estimating n-th order cyclic temporal moment and cumulant functions. Recall that for n=2, cyclic moments and cyclic cumulants are usually identical. They differ when the signal contains one or more finite-strength additive sine-wave components. In the common case when such components are absent (as in our recurring numerical example involving rectangular-pulse BPSK), they are equal and they are also equal to the conventional cyclic autocorrelation function provided the delay vector is chosen appropriately. That is, the two-dimensional delay vector \boldsymbol{\tau} = [\tau_1\ \ \tau_2] is set equal to [\tau/2\ \ -\tau/2].

The more interesting case is when the order n is greater than two. Most communication signal models possess odd-order moments and cumulants that are identically zero, so the first non-trivial order n greater than two is four. Our estimation task is to estimate n-th order temporal moment and cumulant functions for n \ge 4 using a sampled-data record of length T.

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More on Pure and Impure Sine Waves

Gaussian and binary signals are in some sense at opposite ends of the pure-impure sine-wave spectrum.

Remember when we derived the cumulant as the solution to the pure nth-order sine-wave problem? It sounded good at the time, I hope. But here I describe a curious special case where the interpretation of the cumulant as the pure component of a nonlinearly generated sine wave seems to break down.

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Machine Learning and Modulation Recognition: Comments on “Convolutional Radio Modulation Recognition Networks” by T. O’Shea, J. Corgan, and T. Clancy

Update October 2020:

Since I wrote the paper review in this post, I’ve analyzed three of O’Shea’s data sets (O’Shea is with the company DeepSig, so I’ve been referring to the data sets as DeepSig’s in other posts): All BPSK Signals, More on DeepSig’s Data Sets, and DeepSig’s 2018 Data Set. The data set relating to this paper is analyzed in All BPSK Signals. Preview: It is heavily flawed.

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Modulation Recognition Using Cyclic Cumulants, Part I: Problem Description and Variants

Modulation recognition is the process of assigning one or more modulation-class labels to a provided time-series data sequence.

In this post, we start a discussion of what I consider the ultimate application of the theory of cyclostationary signals: Automatic Modulation Recognition. My relevant papers are My Papers [16,17,25,26,28,30,32,33,38,43,44]. See also my machine-learning modulation-recognition critiques by clicking on Machine Learning in the CSP Blog Categories on the right side of any post or page.

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Comments on “Cyclostationary Correntropy: Definition and Application” by Fontes et al

Update: See also some other reviews/take-downs of cyclic correntropy on the CSP Blog here and here.


I recently came across a published paper with the title Cyclostationary Correntropy: Definition and Application, by Aluisio Fontes et al. It is published in a journal called Expert Systems with Applications (Elsevier). Actually, it wasn’t the first time I’d seen this work by these authors. I had reviewed a similar paper in 2015 for a different journal.

I was surprised to see the paper published because I had a lot of criticisms of the original paper, and the other reviewers agreed since the paper was rejected. So I did my job, as did the other reviewers, and we tried to keep a flawed paper from entering the literature, where it would stay forever causing problems for readers.

The editor(s) of the journal Expert Systems with Applications did not ask me to review the paper, so I couldn’t give them the benefit of the work I already put into the manuscript, and apparently the editor(s) did not themselves see sufficient flaws in the paper to merit rejection.

It stings, of course, when you submit a paper that you think is good, and it is rejected. But it also stings when a paper you’ve carefully reviewed, and rejected, is published anyway.

Fortunately I have the CSP Blog, so I’m going on another rant. After all, I already did this the conventional rant-free way.

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Cyclostationarity of Digital QAM and PSK

PSK and QAM signals form the building blocks for a large number of practical real-world signals. Understanding their probability structure is crucial to understanding those more complicated signals.

Let’s look into the statistical properties of a class of textbook signals that encompasses digital quadrature amplitude modulation (QAM), phase-shift keying (PSK), and pulse-amplitude modulation (PAM). I’ll call the class simply digital QAM (DQAM), and all of its members have an analytical-signal mathematical representation of the form

\displaystyle s(t) = \sum_{k=-\infty}^\infty a_k p(t - kT_0 - t_0) e^{i2\pi f_0 t + i \phi_0}. \hfill  (1)

In this model, k is the symbol index, 1/T_0 = f_{sym} is the symbol rate, f_0 is the carrier frequency (sometimes called the carrier frequency offset), t_0 is the symbol-clock phase, and \phi_0 is the carrier phase. The finite-energy function p(t) is the pulse function (sometimes called the pulse-shaping function). Finally, the random variable a_k is called the symbol, and has a discrete distribution that is called the constellation.

Model (1) is a textbook signal when the sequence of symbols is independent and identically distributed (IID). This condition rules out real-world communication aids such as periodically transmitted bursts of known symbols, adaptive modulation (where the constellation may change in response to the vagaries of the propagation channel), some forms of coding, etc. Also, when the pulse function p(t) is a rectangle (with width T_0), the signal is even less realistic, and therefore more textbooky.

We will look at the moments and cumulants of this general model in this post. Although the model is textbook, we could use it as a building block to form more realistic, less textbooky, signal models. Then we could find the cyclostationarity of those models by applying signal-processing transformation rules that define how the cumulants of the output of a signal processor relate to those for the input.

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Introduction to Higher-Order Cyclostationarity

Why do we need or care about higher-order cyclostationarity? Because second-order cyclostationarity is insufficient for our signal-processing needs in some important cases.

We’ve seen how to define second-order cyclostationarity in the time- and frequency-domains, and we’ve looked at ideal and estimated spectral correlation functions for a synthetic rectangular-pulse BPSK signal. In future posts, we’ll look at how to create simple spectral correlation estimators, but in this post I want to introduce the topic of higher-order cyclostationarity (HOCS).  This post is more conceptual in nature; for mathematical details about HOCS, see the posts on cyclic cumulants and cyclic polyspectra. Estimators of higher-order parameters, such as cyclic cumulants and cyclic moments, are discussed in this post.

To contrast with HOCS, we’ll refer to second-order parameters such as the cyclic autocorrelation and the spectral correlation function as parameters of second-order cyclostationarity (SOCS).

The first question we might ask is Why do we care about HOCS? And one answer is that SOCS does not provide all the statistical information about a signal that we might need to perform some signal-processing task. There are two main limitations of SOCS that drive us to HOCS.

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