  We consider the problem of clustering noisy finite-length observations of
stationary ergodic random processes according to their nonparametric generative
models without prior knowledge of the model statistics and the number of
generative models. Two algorithms, both using the L1-distance between estimated
power spectral densities (PSDs) as a measure of dissimilarity, are analyzed.
The first algorithm, termed nearest neighbor process clustering (NNPC), to the
best of our knowledge, is new and relies on partitioning the nearest neighbor
graph of the observations via spectral clustering. The second algorithm, simply
referred to as k-means (KM), consists of a single k-means iteration with
farthest point initialization and was considered before in the literature,
albeit with a different measure of dissimilarity and with asymptotic
performance results only. We show that both NNPC and KM succeed with high
probability under noise and even when the generative process PSDs overlap
significantly, all provided that the observation length is sufficiently large.
Our results quantify the tradeoff between the overlap of the generative process
PSDs, the noise variance, and the observation length. Finally, we present
numerical performance results for synthetic and real data.
