On the computation and interpretation of auto- and cross-trispectra

Author

Chandran, V.

Author_Institution

Signal Process. Res. Centre, Queensland Univ. of Technol., Brisbane, Qld., Australia

Volume

iv

fYear

1994

fDate

19-22 Apr 1994

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1994. ICASSP-94., 1994 IEEE International Conference on

Conference_Location

Adelaide, SA

ISSN

1520-6149

Print_ISBN

0-7803-1775-0

Type

conf

DOI

10.1109/ICASSP.1994.389784

Filename

389784