Bispectral Inversion: The Construction of a Time Series from Its Bispectrum

Abstract

This report presents a method of producing a stochastic time series that has any desired bispectral characteristic. This was done using a quadratically nonlinear, infinite order, moving average model whose bicovariance was obtainable in terms of a finite linear function of the kernels. This expression was inverted to produce an equation for the kernels in terms of the bicovariance. Knowing the kernels, the time series can easily be computed. Alternately the DFT of the time series can also be computed directly. This actually easier than the time domain computation, as it only involves one summation as opposed to two. Keywords: Computer programs. (KR)

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Document Details

Document Type
Technical Report
Publication Date
Apr 13, 1988
Accession Number
ADA202508

Entities

People

  • Peter S. Allison

Organizations

  • University of Texas at Austin

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Classification
  • Computations
  • Computer Programs
  • Delta Functions
  • Distribution Functions
  • Estimators
  • Frequency
  • Frequency Domain
  • Integrals
  • Kernel Functions
  • New York
  • Power Spectra
  • Probability
  • Random Variables
  • Security
  • Signal Processing
  • United States Naval Academy

Readers

  • Approximation Theory.
  • Calculus or Mathematical Analysis