NDLI: A parametric approach to bispectrum estimation

Content Provider	IEEE Xplore Digital Library
Author	Raghuveer, M. Nikias, C.
Copyright Year	1984
Description	Author affiliation: University of Conencticut, Storrs, CT (Raghuveer, M.)
Abstract	Higher order spectra provide information about processes not contained in the ordinary power spectrum such as the degree of nonlinearity and deviations from normality. The bispectrum which is a third order spectrum provides information about quadratic phase coupling among harmonic components. Bispectrum estimation has been applied in diverse fields principally to obtain such information. Existing methods for bispectrum estimation are patterned after the conventional methods for power spectrum estimation which are known to possess certain limitations. The paper proposes a parametric approach to bispectrum estimation based on AR modeling of time series. The definition and properties of a parametric bispectrum estimator in the general ARMA case are stated. The third moment recursion equations that follow from the model assumptions for the proposed AR bispectrum estimator are presented. The estimates are derived using biased estimates of the third moments in these equations. Results from preliminary experiments suggest that the resulting method does possess certain attractive features when compared with existing methods.
Starting Page	120
Ending Page	123
File Size	131367
Page Count	4
File Format	PDF
DOI	10.1109/ICASSP.1984.1172790
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1984-03-19
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Spectral analysis Frequency estimation Parametric statistics Equations Power generation Computer science State estimation Recursive estimation Power system harmonics Gaussian processes
Content Type	Text
Resource Type	Article

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