Nonlinear systems and higher-order statistics

Author

Lii, Keh-Shin

Author_Institution

Dept. of Statistics, California Univ., Riverside, CA, USA

fYear

1993

fDate

1993

Firstpage

1

Lastpage

8

Abstract

The author illustrates various ways higher order statistics are used in the analysis of various nonlinear models. The Navier-Stokes equation is used to illustrate the nonlinear interaction of different wave numbers in a homogeneous velocity field. A hybrid method is used to illustrate the estimation of bispectral density function of a continuous-time stationary process sampled by a random point process. A set of specific nonlinear models is used to demonstrate the use of higher order statistics to discriminate among competing models.

Keywords

Navier-Stokes equations; nonlinear systems; spectral analysis; statistical analysis; Navier-Stokes equation; bispectral analysis; bispectral density function; continuous-time stationary process; higher-order statistics; homogeneous velocity field; hybrid method; nonlinear interaction; nonlinear models; random point process; Autoregressive processes; Biomedical engineering; Density functional theory; Higher order statistics; Moment methods; Navier-Stokes equations; Nonlinear systems; Power system modeling; Sampling methods; Time series analysis;

fLanguage

English

Publisher

ieee

Conference_Titel

Higher-Order Statistics, 1993., IEEE Signal Processing Workshop on

Conference_Location

South Lake Tahoe, CA, USA

Print_ISBN

0-7803-1238-4

Type

conf

DOI

10.1109/HOST.1993.264608

Filename

264608