Statistics of tricoherence

Author

Chandran, Vinod ; Elgar, Steve ; Vanhoff, Barry

Author_Institution

Signal Process. Res. Centre, Queensland Univ. of Technol., Brisbane, Qld., Australia

Volume

42

Issue

12

fYear

1994

fDate

12/1/1994 12:00:00 AM

Firstpage

3430

Lastpage

3440

Abstract

Statistics of the estimates of tricoherence are obtained analytically for nonlinear harmonic random processes with known true tricoherence. Expressions are presented for the bias, variance, and probability distributions of estimates of tricoherence as functions of the true tricoherence and the number of realizations averaged in the estimates. The expressions are applicable to arbitrary higher order coherence and arbitrary degree of interaction between modes. Theoretical results are compared with those obtained from numerical simulations of nonlinear harmonic random processes. Estimation of true values of tricoherence given observed values is also discussed

Keywords

Gaussian noise; coherence; harmonic analysis; higher order statistics; parameter estimation; random processes; signal processing; bias; estimates; nonlinear harmonic random processes; probability distributions; statistics; tricoherence; variance; Coherence; Fourier transforms; Frequency estimation; Gaussian processes; Harmonic analysis; Higher order statistics; Numerical simulation; Random processes; Statistical analysis; Statistical distributions;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.340777

Filename

340777