Title :
On the computation and interpretation of auto- and cross-trispectra
Author_Institution :
Signal Process. Res. Centre, Queensland Univ. of Technol., Brisbane, Qld., Australia
Abstract :
This paper discusses the principal domains of auto- and cross-trispectra. It is shown that the cumulant and moment based trispectra are identical except on certain planes in trifrequency space. If these planes are avoided, their principal domains can be derived by considering the regions of symmetry of the fourth order spectral moment. The fourth order averaged periodogram will then serve as an estimate for both cumulant and moment trispectra. Statistics of estimates of normalised trispectra or tricoherence are also discussed
Keywords :
correlation methods; higher order statistics; identification; nonlinear systems; random processes; spectral analysis; auto-trispectra; cross-trispectra; cubic nonlinear system identification; cumulants; fourth order averaged periodogram; fourth order spectral moment; normalised trispectra; random process; statistics; tricoherence; trifrequency space; Australia; Equations; Fourier transforms; Frequency; Random processes; Signal processing; Space technology; Statistics; Stochastic processes; Systems engineering and theory;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1994. ICASSP-94., 1994 IEEE International Conference on
Conference_Location :
Adelaide, SA
Print_ISBN :
0-7803-1775-0
DOI :
10.1109/ICASSP.1994.389784
