Conditions for third-order stationarity and ergodicity of a harmonic random process

Author

Parthasarathy, Harish ; Prasad, Surendra ; Joshi, S.D.

Author_Institution

Dept. of Electr. Eng., Indian Inst. of Technol., New Delhi, India

Volume

42

Issue

1

fYear

1994

fDate

1/1/1994 12:00:00 AM

Firstpage

222

Lastpage

225

Abstract

The finite data estimates of the complex third-order moments of a signal consisting of random harmonics are analysed. Conditions for the third-order stationarity and ergodicity are obtained. Explicit formulas for the estimation error and its variance, as well as their limiting large sample values are derived. A special case relevant to quadratic phase coupling is considered, and these results are stated for this case. The variance is shown to comprise an ergodic and a nonergodic part

Keywords

estimation theory; harmonics; random processes; signal processing; complex third-order moments; error variance; estimation error; finite data estimates; harmonic random process; limiting large sample values; quadratic phase coupling; signal; third order moment sequence; third-order ergodicity; third-order stationarity; Acoustic signal processing; Attenuation; Deconvolution; Maximum likelihood estimation; Random processes; Signal generators; Signal processing; Signal processing algorithms; Statistics; Ultrasonic imaging;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.258145

Filename

258145