Author
Erdem, Tanju, Ercan, Ali Özer
Publication Date
2016
Publication Place
-
Springer International Publishing
Subject
Bispectrum estimation, Bicumulant sequence, MISO autoregressive system, System identification
Type
Periodical
Language
English
Digital
Yes
Manuscript
No
Library
Özyeğin University
Library Asset ID
1863-1711
Record ID
56086444-44c0-42f7-b787-fd56e2e16dcb
Library Location
Electrical & Electronics Engineering, Computer Science
Date
2016
Notes
Due to copyright restrictions, the access to the full text of this article is only available via subscription.
Sample Text
Bispectra are third-order statistics that have been used extensively in analyzing nonlinear and non-Gaussian data. Bispectrum of a process can be computed as the Fourier transform of its bicumulant sequence. It is in general hard to obtain reliable bicumulant samples at high lags since they suffer from large estimation variance. This paper proposes a novel approach for estimating bispectrum from a small set of given low lag bicumulant samples. The proposed approach employs an underlying MISO system composed of stable and causal autoregressive components. We provide an algorithm to compute the parameters of such a system from the given bicumulant samples. Experimental results show that our approach is capable of representing non-polynomial spectra with a stable underlying system model, which results in better bispectrum estimation than the leading algorithm in the literature.
DOI
10.1007/s11760-016-0888-3
