Invitation to the Bispectrum
Abstract
This bispectrum is examined from a variety of physical and mathematical perspectives. Particular stress is placed on those examples or approaches which aid intuitive understanding of the bispectrum and its properties. A key contribution of this work is the discovery and detailed development of a time series model which can reproduce any possible bispectrum. This model is used to discuss practical concerns relating to the bispectrum such as sampling and estimation issues. Keywords: Bispectrum; Cross spectrum; Frequency coupling; Higher order spectrum; Non-Guassianity; Nonlinear signals.
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 08, 1988
- Accession Number
- ADA198411
Entities
People
- Murray A. Wolinsky
Organizations
- University of Texas at Austin