Title :
Autoregressive bispectrum estimation in non-Guassian noise
Author :
Gang-Yao Kuang ; Peng, Chang Qing ; Suyi ; Lu, Chong Liang
Author_Institution :
Dept. of Electr. Eng., Nat. Univ. of Defense Tech., China
Abstract :
The estimation of the bispectrum of a discrete-time stationary Non-Guassian autoregressive (AR) process from a finite set of noisy observations is considered. A modified bispectrum-rum estimator based on high-order Yule-Walker equations is established
Keywords :
autoregressive processes; noise; parameter estimation; spectral analysis; autoregressive bispectrum estimation; estimation; nonGuassian noise; Equations; Polynomials; Random variables; Sections; Signal processing; White noise;
Conference_Titel :
Aerospace and Electronics Conference, 1995. NAECON 1995., Proceedings of the IEEE 1995 National
Conference_Location :
Dayton, OH
Print_ISBN :
0-7803-2666-0
DOI :
10.1109/NAECON.1995.521935
