Adaptive bispectral estimation using Thomson´s multitaper approach

Author

Birkelund, Yngve ; Hanssen, Alfred

Author_Institution

Dept. of Phys., Tromso Univ., Norway

fYear

2000

fDate

2000

Firstpage

283

Lastpage

288

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;

fLanguage

English

Publisher

ieee

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

Type

conf

DOI

10.1109/ASSPCC.2000.882486

Filename

882486