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

Volume

46

Issue

7

fYear

2000

fDate

11/1/2000 12:00:00 AM

Firstpage

2735

Lastpage

2739

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;

fLanguage

English

Journal_Title

Information Theory, IEEE Transactions on

Publisher

ieee

ISSN

0018-9448

Type

jour

DOI

10.1109/18.887890

Filename

887890