Statistical Characteristics of Stationary Processes in Cyclic Autocorrelation Based PSK Symbol Rate Estimation

Statistical characteristics of stationary processes in the cyclic autocorrelation based PSK symbol rate estimation are detailedly studied in this letter. The analytic expressions of the means and the variances of those undesired items which are produced by stationary processes are deduced, and the simplified forms for the Gaussian white noise case are also provided. Simulation results are presented to confirm the theoretical conclusions.