Title :
The bispectrum of complex signals: definitions and properties
Author :
Jouny, Ismail I. ; Moses, Randolph L.
Author_Institution :
Dept. of Electr. Eng., Lafayette Coll., Easton, PA, USA
fDate :
11/1/1992 12:00:00 AM
Abstract :
The symmetry properties and the relationship between all forms of third-order cumulants of complex signals are investigated. It is shown that all cumulants (for different position of the complex conjugate) are related by simple transformations. Autoregressive modeling of complex-valued signals using third-order cumulants is also investigated. It is shown that modeling of complex-valued signals requires a different approach from modeling of real-valued signals
Keywords :
spectral analysis; autoregressive modelling; bispectrum; complex signals; complex-valued signals; symmetry properties; third-order cumulants; Adaptive filters; Automatic control; Bayesian methods; Estimation theory; Numerical simulation; Predictive models; Probability density function; Time series analysis;
Journal_Title :
Signal Processing, IEEE Transactions on
