Title :
Multitaper estimation of bicoherence
Author :
Birkelund, Yngve ; Hanssen, Ayred ; Powers, Edward J.
Author_Institution :
Phys. Dept., Tromso Univ., Norway
Abstract :
The statistical properties for bicoherence estimation are shown to be strongly connected to the properties of the power- and bispectral estimator used. Data tapering will reduce spectral leakage and frequency smoothing will reduce the variance. It is shown that correct normalization is essential to ensure unbiased results. The multitaper approach is shown to be superior to other non-parametric estimators for bicoherence estimation
Keywords :
coherence; smoothing methods; spectral analysis; statistical analysis; bicoherence estimation; bispectral estimator; data tapering; frequency smoothing; multitaper approach; normalization; power-estimator; spectral leakage; statistical properties; unbiased results; variance; Adaptive control; Bandwidth; Fourier transforms; Frequency dependence; Frequency estimation; Harmonic analysis; Physics; Programmable control; Smoothing methods; Spectral analysis;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2001. Proceedings. (ICASSP '01). 2001 IEEE International Conference on
Conference_Location :
Salt Lake City, UT
Print_ISBN :
0-7803-7041-4
DOI :
10.1109/ICASSP.2001.940310
