Deconvolution and Estimation of Transfer Function Phase and Coefficients for NonGaussian Linear Processes.
Deconvolution and Estimation of Transfer Function Phase and Coefficients for NonGaussian Linear Processes.
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DOI：
10.1007/978-1-4419-8339-8_32
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发表时间：
1982-12
影响因子：
4.5
通讯作者：
K. Lii;M. Rosenblatt
中科院分区：
文献类型：
--
作者：
K. Lii;M. Rosenblatt
考虑非高斯线性过程。它表明，在广泛的条件下，可以估计的传递函数的相位。这是不正确的高斯线性过程，在这个意义上高斯线性过程是非典型的。确定了相位估计的渐近行为。相位估计利用双谱估计。这些想法被应用到反卷积的问题，这是有效的，即使当传递函数不是最小相位。给出了一些计算实例。
NonGaussian linear processes are considered. It is shown that the phase of the transfer function can be estimated under broad conditions. This is not true of Gaussian linear processes and in this sense Gaussian linear processes are atypical. The asymptotic behavior of a phase estimate is determined. The phase estimates make use of bispectral estimates. These ideas are applied to a problem of deconvolution which is effective even when the transfer function is not minimum phase. A number of computational illustrations are given.