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Bispectra and System Identification

  • Athanasios Papoulis
Part of the NATO ASI Series book series (ASIC, volume 315)

Abstract

The concept of bispectrum is introduced and is used to determine the amplitude and the phase of a linear system driven by non-Gaussian white noise, in terms of the third order moments of the input.

Keywords

Fourier Transform Linear System White Noise Spectral Representation Order Moment 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. 1.
    D. R. Brillinger (1981) Times Series, Data Analysis and Theory, Holden-Day, San Francisco, CA.Google Scholar
  2. 2.
    K. S. Lii and M. Rosenblatt (1982) “Deconvolution and Estimation of Transfer Function Phase and Coefficient for Non-Gaussian Linear Processes”, The Annals of Statistics, Vol. 10.Google Scholar
  3. 3.
    A. Papoulis (1984) Probability, Random Variables, and Stochastic Processes, (2nd Ed.), McGraw-Hill, NY.zbMATHGoogle Scholar

Copyright information

© Kluwer Academic Publishers 1990

Authors and Affiliations

  • Athanasios Papoulis
    • 1
  1. 1.Department of Electrical EngineeringPolytechnic UniversityFarmingdaleUSA

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