Title :
Ergodicity and fourth-order spectral moments
Author :
Picinbono, Bernard
Author_Institution :
Lab. des Signaux et Syst., Supelec, Gif-sur-Yvette, France
fDate :
7/1/1997 12:00:00 AM
Abstract :
Relationships between ergodicity and structures of fourth-order spectral moments are investigated. In particular it is shown that second-order ergodicity of a random process is directly related to the distribution of these moments on the normal manifolds of the frequency domain. This result is illustrated by various examples
Keywords :
frequency-domain analysis; higher order statistics; random processes; spectral analysis; fourth-order spectral moments; frequency domain; moments distribution; normal manifolds; random process; second-order ergodicity; Equations; Fourier transforms; Frequency domain analysis; H infinity control; Higher order statistics; Random processes; Signal processing; Statistical distributions; Stochastic processes; Testing;
Journal_Title :
Information Theory, IEEE Transactions on
