On the computation and interpretation of auto- and cross-trispectra
Chandran, Vinod (1994) On the computation and interpretation of auto- and cross-trispectra. In Proceedings of IEEE International Conference on Acoustics, Speech, and Signal Processing, IEEE, Adelaide, South Australia, IV/445-IV/448.
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.
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|Item Type:||Conference Paper|
|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|
|Subjects:||Australian and New Zealand Standard Research Classification > INFORMATION AND COMPUTING SCIENCES (080000) > COMPUTATION THEORY AND MATHEMATICS (080200)|
|Divisions:||Past > QUT Faculties & Divisions > Faculty of Built Environment and Engineering|
Past > Schools > School of Engineering Systems
|Copyright Owner:||Copyright 1994 IEEE|
|Copyright Statement:||Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.|
|Deposited On:||07 Sep 2011 07:56|
|Last Modified:||08 Sep 2011 17:32|
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