Title :
Higher-order statistics: laying a myth to rest
Author :
Raghuveer, Mysore R.
Author_Institution :
Dept. of Electr. Eng., Rochester Inst. of Technol., NY, USA
fDate :
31 Oct-2 Nov 1994
Abstract :
The property of the bispectrum that relates to random processes with symmetric probability density functions (PDFs) has often been interpreted to mean that the bispectrum of a stationary random process is zero if the marginal PDF is symmetric regardless of whether the random process is white or colored. It is shown that if the random process is not white, it can still have a non-zero bispectrum even if the marginal PDF is a symmetric function such as the Laplacian PDF or a nearly Gaussian function. Symmetry conditions expressed in terms of the marginal and joint PDFs that guarantee a zero bispectrum are postulated
Keywords :
Gaussian distribution; higher order statistics; moving average processes; noise; random processes; signal processing; spectral analysis; Laplacian PDF; bispectrum properties; higher-order statistics; moving average processes; nearly Gaussian function; random processes; symmetric probability density functions; zero bispectrum; Higher order statistics; Laplace equations; Probability density function; Qualifications; Random processes; Random variables; Signal processing;
Conference_Titel :
Signals, Systems and Computers, 1994. 1994 Conference Record of the Twenty-Eighth Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
0-8186-6405-3
DOI :
10.1109/ACSSC.1994.471406