A parametric approach to bispectrum estimation
A parametric approach to bispectrum estimation
复制标题
双谱估计的参数方法
DOI：
10.1109/icassp.1984.1172790
复制
发表时间：
1984
期刊：
影响因子：
--
通讯作者：
C. Nikias
中科院分区：
文献类型：
--
作者：
R. Rao;C. Nikias
高阶谱提供了关于普通功率谱中不包含的过程的信息，例如非线性程度和偏离正态性的程度。作为三阶谱的双谱提供关于谐波分量之间的二次相位耦合的信息。双谱估计已被应用于不同的领域，主要是为了获得这些信息。现有的双谱估计方法是在传统的功率谱估计方法之后形成的，已知这些方法具有一定的局限性。提出了一种基于时间序列AR建模的双谱估计参数化方法。给出了一般阿尔马情形下参数双谱估计的定义和性质。三阶矩递归方程，从建议AR双谱估计的模型假设。这些估计值是使用这些方程中三阶矩的有偏估计值推导出来的。从初步的实验结果表明，所得到的方法具有一定的吸引力的功能相比，现有的方法。
Higher order spectra provide information about processes not contained in the ordinary power spectrum such as the degree of nonlinearity and deviations from normality. The bispectrum which is a third order spectrum provides information about quadratic phase coupling among harmonic components. Bispectrum estimation has been applied in diverse fields principally to obtain such information. Existing methods for bispectrum estimation are patterned after the conventional methods for power spectrum estimation which are known to possess certain limitations. The paper proposes a parametric approach to bispectrum estimation based on AR modeling of time series. The definition and properties of a parametric bispectrum estimator in the general ARMA case are stated. The third moment recursion equations that follow from the model assumptions for the proposed AR bispectrum estimator are presented. The estimates are derived using biased estimates of the third moments in these equations. Results from preliminary experiments suggest that the resulting method does possess certain attractive features when compared with existing methods.