Estimates of the Bispectrum of Stationary Random Processes
Abstract
Recently interest has arisen in applications of higher order spectra and in particular in the bispectrum. Various nonlinear effects in random phenomena are studied. The bispectrum has been in Connection with oceanographic problems, among which a number of interesting phenomena such as surf beats, wave breaking, and the energy transfer between wave components can be explained only by the nonlinearity of the wave motion. The present paper discusses the bispectrum itself, some of its properties, and some assumptions on it and on the process. Intuitive reasons for choosing an estimate of the form discussed here are then given along with some convenient expressions for this estimate. Further explanation is given for the concept of cumulant functions of the process, and the statistical properties of various estimates; that is with the asymptotic bias, second-order moments, and distribution of three estimates: (1) the third order moment estimate, (2) the weighted bispectral density (the bispectral distribution function) estimate, and finally (3) the estimate of the bispectral density itself.
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1964
- Accession Number
- AD0436818
Entities
People
- J. W. Van Ness
- M. Rosenblatt
Organizations
- Brown University