Bispectrum estimation for short length data

Bispectrum estimation has been used to detect quadratic phase coupling among sinusoids in noise, in phase measurements for non-Gaussian processes, system identification etc. Most of the known estimation methods belong to the ´conventional´ or ´Fourier-type´ class. Recently, a parametric approach was proposed. All known methods perform poorly in terms of resolution when the given data records are short. The Constrained Third Order Mean (CTOM) method proposed in this paper estimates the parameters of an autoregressive (AR) model driven by non-Gaussian white Noise (NGWN) by setting the sample mean of the Third Order Recursion (TOR) error process to zero. The resulting bispectrum estimates perform very well in detecting quadratic phase coupling when the data records are short.