G. De Nicolao and G. Ferrari-Trecate. On the Wold decomposition of discrete-time cyclostationary processes. IEEE Trans. Signal Proc. , 47(7):2041--2043, 1999. Link to IEEE Trans. Signal Proc.
The Wold decomposition of discrete-time CS (cyclostationary) processes intoregular and predictable component is considered. Using the properties ofthe zeros of linear periodic systems it is shown that the predictablecomponent consists of a linear combination of sine waves.