A fourth-order stationarity and ergodicity conditions for harmonic processes

Author

Blanco, David ; Ruiz, Diego P. ; Alameda-Hernandez, E. ; Carrión, María C.

Author_Institution

Sch. of Eng., Univ. of Edinburgh, UK

Volume

52

Issue

6

fYear

2004

fDate

6/1/2004 12:00:00 AM

Firstpage

1641

Lastpage

1649

Abstract

This paper considers the problem of estimating the fourth-order cumulant sequence of a harmonic process. Both stationarity and ergodicity conditions for this kind of signal are derived through the imposition of restrictions to the frequencies and amplitudes that define the signals. Statistical properties for the mean value and the variance of the sample mean estimator are deduced as well. These conditions are applied to cubic-phase coupling detection, stressing the study of nonergodic signals and possible strategies to study them. Numerical examples to illustrate these conditions for cubic phase coupling detection and separation of mixed signals using independent component analysis (ICA) methods are also showed in this paper.

Keywords

higher order statistics; independent component analysis; signal detection; source separation; cubic-phase coupling detection; cumulant sequence estimation; ergodicity condition; fourth-order stationarity condition; harmonic process; higher order statistics; independent component analysis; mixed signal separation; nonergodic signals; sample mean estimator; Colored noise; Frequency; Higher order statistics; Independent component analysis; Nonlinear systems; Parametric statistics; Phase detection; Signal processing; Statistical analysis; System identification; Cubic phase coupling; harmonic processes; higher order statistics;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/TSP.2004.827180

Filename

1299097