REMARKS ON HIGHER-ORDER SPECTRAL RELATIONSHIPS IN A LINEAR TIME SERIES MODEL.
Abstract
The report describes the application of higher-order spectra to linear systems where a non-Gaussian input is measured without noise contamination, so that use of higher-order spectral analysis is not necessary to obtain an expression for the transfer function, which is simply the ratio of the cross spectrum between the input and the output to the spectrum of the input. However, because the input is non-Gaussian it is meaningful to consider use of higher-order spectra in connection with study of the system. We shall obtain relationships among various higher-order cross spectra. Mixed spectra will also be applied to the problem.
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 05, 1968
- Accession Number
- AD0674263
Entities
People
- Paul Shaman
Organizations
- Stanford University