Title :
Conditions for third-order stationarity and ergodicity of a harmonic random process
Author :
Parthasarathy, Harish ; Prasad, Surendra ; Joshi, S.D.
Author_Institution :
Dept. of Electr. Eng., Indian Inst. of Technol., New Delhi, India
fDate :
1/1/1994 12:00:00 AM
Abstract :
The finite data estimates of the complex third-order moments of a signal consisting of random harmonics are analysed. Conditions for the third-order stationarity and ergodicity are obtained. Explicit formulas for the estimation error and its variance, as well as their limiting large sample values are derived. A special case relevant to quadratic phase coupling is considered, and these results are stated for this case. The variance is shown to comprise an ergodic and a nonergodic part
Keywords :
estimation theory; harmonics; random processes; signal processing; complex third-order moments; error variance; estimation error; finite data estimates; harmonic random process; limiting large sample values; quadratic phase coupling; signal; third order moment sequence; third-order ergodicity; third-order stationarity; Acoustic signal processing; Attenuation; Deconvolution; Maximum likelihood estimation; Random processes; Signal generators; Signal processing; Signal processing algorithms; Statistics; Ultrasonic imaging;
Journal_Title :
Signal Processing, IEEE Transactions on
