Title :
Adaptive bispectral estimation using Thomson´s multitaper approach
Author :
Birkelund, Yngve ; Hanssen, Alfred
Author_Institution :
Dept. of Phys., Tromso Univ., Norway
Abstract :
We have compared the bias and variance properties of multitaper based bispectral estimators, with focus on an adaptive approach. Numerical results for a white Gaussian process and a nonGaussian AR(2) process are presented We found that the bias and variance properties of the multitaper bispectral estimators are governed mainly by a quantity we call the total bispectral window and by the leakage properties of the estimator. We conclude that the adaptive multitaper bispectral estimator represents the best compromise among all nonparametric bispectral estimators
Keywords :
Gaussian processes; adaptive signal processing; autoregressive processes; estimation theory; nonparametric statistics; spectral analysis; Thomson´s multitaper approach; adaptive bispectral estimation; adaptive multitaper bispectral estimator; bias properties; leakage properties; nonGaussian AR(2) process; nonparametric bispectral estimators; numerical results; total bispectral window; variance properties; white Gaussian process; Bandwidth; Dynamic range; Frequency domain analysis; Gaussian processes; Kernel; Marine vehicles; Multidimensional systems; Physics; Signal analysis; Stochastic processes;
Conference_Titel :
Adaptive Systems for Signal Processing, Communications, and Control Symposium 2000. AS-SPCC. The IEEE 2000
Conference_Location :
Lake Louise, Alta.
Print_ISBN :
0-7803-5800-7
DOI :
10.1109/ASSPCC.2000.882486
