DocumentCode
1355800
Title
Ergodicity and fourth-order spectral moments
Author
Picinbono, Bernard
Author_Institution
Lab. des Signaux et Syst., Supelec, Gif-sur-Yvette, France
Volume
43
Issue
4
fYear
1997
fDate
7/1/1997 12:00:00 AM
Firstpage
1273
Lastpage
1276
Abstract
Relationships between ergodicity and structures of fourth-order spectral moments are investigated. In particular it is shown that second-order ergodicity of a random process is directly related to the distribution of these moments on the normal manifolds of the frequency domain. This result is illustrated by various examples
Keywords
frequency-domain analysis; higher order statistics; random processes; spectral analysis; fourth-order spectral moments; frequency domain; moments distribution; normal manifolds; random process; second-order ergodicity; Equations; Fourier transforms; Frequency domain analysis; H infinity control; Higher order statistics; Random processes; Signal processing; Statistical distributions; Stochastic processes; Testing;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.605593
Filename
605593
Link To Document