Higher Order Statistics

  • Thierry Chonavel
Part of the Advanced Textbooks in Control and Signal Processing book series (C&SP)

Abstract

Purpose In this chapter, we present a few basic notions about higher order statistics that generalise notions defined above for second order statistics. We show, in particular, how the definition of the spectral representation of a process can be generalised for processes that are stationary at orders higher than two.

Keywords

Covariance Peri Convolution Deconvolution Aliasing 

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Notes

  1. 1.
    The Kronecker product of two matrices A and B of respective size m a x n a and m b x n b is the matrix AB of size m a m b x n a n b, with general term [A ⊗ B]ima+k,jna+l = [A]ij[B]kl.Google Scholar

Copyright information

© Springer-Verlag London 2002

Authors and Affiliations

  • Thierry Chonavel
    • 1
  1. 1.ENST de BretagneTechnopôle de Brest IroiseBrest CedexFrance

Personalised recommendations