高阶谱估计 - 百度百科
高阶谱估计 (higher-order spectral estimation) 随机过程高阶累积量（与高阶矩密切相关的一个量）的多维傅里叶变换。 随机过程可用它的各阶矩来完整描述。 与矩一样，可用累积量从时域来描述随机过程的统计特性；亦可用高阶谱 (包括功率谱)从频域来描述随机过程的统计特性。 由于三阶矩与三阶累积量相同，故三阶谱 (也称双谱)定义为三阶矩函数（或称三阶自相关函数）的二重傅里叶变换。 高阶谱（包括三阶谱）与功率谱比较具有很多优点：主要是①可用来检查过程的高 …
First the definitions and properties of cumulants and higher-order spectra are introduced. Then two methods for the estimation of HOS from finite length data are outlined and the asymptotic statistics of the obtained estimates are presented.
Signal processing with higher-order spectra - IEEE Xplore
The definitions, properties, and computation of higher-order statistics and spectra, with emphasis on the bispectrum and trispectrum are presented. Parametric and nonparametric expressions for polyspectra of linear and nonlinear processes are described. The applications of higher-order spectra in signal processing are discussed. >
现代信号处理——高阶统计分析（高阶谱） - CSDN博客
Oct 6, 2022 · 高阶矩、高阶累积量、高阶矩谱和高阶累积量谱是主要的四种高阶统计量。 在一般情况下，多使用高阶累积量和高阶累积量谱，而高阶矩和高阶矩谱则很少使用。 鉴于此， 常将高阶累积量谱简称高阶谱， 虽然高阶谱是高阶矩谱和高阶累积量谱二者的合称。 高阶谱也叫多谱，意即多个频率的谱。 特别地，三阶谱 称为双谱（bispec-trum)，四阶谱 常称为三谱（trispectrum)，因为它们分别是两个和三个频率的能量谱。 习惯使用 表示双谱，用 表示三谱 …
HOSA - Higher Order Spectral Analysis Toolbox
Feb 13, 2003 · The Higher-Order Spectral Analysis (HOSA) Toolbox provides comprehensive higher-order spectral analysis capabilities for signal processing applications. The toolbox is an excellent resource for the advanced researcher and the practicing engineer, as well as the novice
Higher order spectra, also known as polyspectra, are spectral representations of higher order statistics, i.e. moments and cumulants of third order and beyond. HOS (higher order statistics or higher order spectra) can detect deviations from linearity, stationarity or Gaussianity in the signal.
Higher-order spectra | Signal Processing for Fault Detection and ...
Over the past decades, higher-order spectra (HOS), also called polyspectra, have established a status as a suitable mathematical and signal processing tool for nonlinear system analysis.
Tutorial on higher-order statistics (spectra) in signal processing …
Abstract: A compendium of recent theoretical results associated with using higher-order statistics in signal processing and system theory is provided, and the utility of applying higher-order statistics to practical problems is demonstrated. Most of the results are given for one-dimensional processes, but some extensions to vector processes and ...
HIGHER-ORDER SPECTRA: THE BISPECTRUM AND TRISPECTRUM
May 1, 1998 · The methods developed are based on the concepts of higher-order spectra (HOS), in particular the bispectrum and trispectrum. The study of HOS has been dominated by work on the bispectrum. The bispectrum can be viewed as a decomposition of the third moment (skewness) of a signal over frequency and proves useful for analysing systems with ...
Some basic aspects and uses of higher-order spectra
Apr 1, 1994 · Some fundamental probabilistic and statistical aspects of higher-order spectra are described. Emphasis is placed on the use of these spectra with non-Gaussian processes in the identification of nonlinear systems. Simple examples based on point processes and bilinear systems are presented to illustrate the ideas.