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


Autoria(s): Chandran, Vinod
Data(s)

1994

Resumo

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.

Formato

application/pdf

Identificador

http://eprints.qut.edu.au/45571/

Publicador

IEEE

Relação

http://eprints.qut.edu.au/45571/1/Trispectra.pdf

DOI:10.1109/ICASSP.1994.389784

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.

Direitos

Copyright 1994 IEEE

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Fonte

Faculty of Built Environment and Engineering; School of Engineering Systems

Palavras-Chave #080200 COMPUTATION THEORY AND MATHEMATICS #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
Tipo

Conference Paper