Title :
Moments and polyspectra of the discrete-time random telegraph signal
Author :
Picinbono, Bernard
Author_Institution :
Lab. des Signaux et Syst., Supelec, Gif sur Yvette, France
fDate :
11/1/2000 12:00:00 AM
Abstract :
The random telegraph signal (RTS) is an ordered signal which means that the explicit expression of the moment functions requires that the time instants appearing in these moments are put in an increasing order. This property greatly complicates the calculation of higher order polyspectra, Fourier transforms of moments. This article presents an extension to the discrete-time (DT) case of a method already known in continuous time. This extension exhibits new problems which makes the calculation even more difficult. These difficulties are analyzed and the structure of trispectrum is discussed in detail
Keywords :
Fourier transforms; random processes; spectral analysis; telegraphy; Fourier transforms; Poisson process; continuous time method; discrete-time random telegraph signal; explicit expression; higher order polyspectra; moment functions; moments; ordered signal; polyspectra; random telegraph signal; signal processing; trispectrum; Convolution; Fourier transforms; Frequency domain analysis; Higher order statistics; Maximum likelihood detection; Nonlinear filters; Shape; Signal processing; Statistical analysis; Telegraphy;
Journal_Title :
Information Theory, IEEE Transactions on
