Bispectrum estimation using AR‐modelling

DOI10.1108/03321649910236984zbMATH Open0916.62061OpenAlexW2061801793MaRDI QIDQ4243376FDOQ4243376

Authors Diego P. Ruiz, Antolino Gallego

Publication date 4 July 1999

Published in COMPEL: The International Journal for Computation and Mathematics in Electrical and Electronic Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1108/03321649910236984

zbMATH Keywords

simulationsbispectrum estimationsegmentation of datathird order recursion methodthird-moment sequence

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• AR‐modelling bispectrum estimation – A comparison of existing methods and new contributions
• A block-data recursive-in-order method based on reflection coefficients for bispectrum estimation using AR-modeling
• The relationship between AR-modelling bispectral estimation and the theory of linear prediction
• scientific article; zbMATH DE number 503472

Cites work

• A block-data recursive-in-order method based on reflection coefficients for bispectrum estimation using AR-modeling
• Identification of nonminimum phase systems using higher order statistics
• The relationship between AR-modelling bispectral estimation and the theory of linear prediction

Cited in

(10)

• Asymptotic bias and variance of conventional bispectrum estimates for 2-D signals
• Modeling arbitrary polynomial bispectra in one and two dimensions
• Normalizing bispectra
• A new class of two-dimensional windows for bispectrum estimation
• Improving subband spectral estimation using modified AR model
• The relationship between AR-modelling bispectral estimation and the theory of linear prediction
• A block-data recursive-in-order method based on reflection coefficients for bispectrum estimation using AR-modeling
• Improved phase estimation based on complete bispectrum and modified group delay
• AR‐modelling bispectrum estimation – A comparison of existing methods and new contributions
• Quadratic phase coupling detection in harmonic vibrations via an order-recursive AR bispectrum estimation

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