Title :
Higher order cumulants and cumulant spectra
Author_Institution :
Texas Univ., Austin, TX, USA
Abstract :
An exposition of higher order cumulants is given using the case of M=6. The basic relationship between the cumulant spectrum of a stationary time series and its polyspectrum is presented. Then the variance and covariance of the sample bispectrum is derived using a relationship between cumulant spectra of the finite Fourier transform for M=2 and 4, and the bispectrum and trispectrum of the time series.<>
Keywords :
Fourier transforms; spectral analysis; time series; bispectrum covariance; bispectrum variance; cumulant spectrum; finite Fourier transform; higher order cumulants; polyspectrum; signal processing; spectral analysis; stationary time series; trispectrum; Fourier transforms; Random variables; Signal processing;
Conference_Titel :
Spectrum Estimation and Modeling, 1990., Fifth ASSP Workshop on
Conference_Location :
Rochester, NY, USA
DOI :
10.1109/SPECT.1990.205534
