Re: Higher order statistics

Rune Allnor wrote: 
Hi all.

I have been playing a bit with bispectra of stationary
signals that contain one fundamental sinusoidal and
lots of harmonics. The bispectra come out as expected,
showing peaks in a reular grid pattern, and now I wonder
if these types of analyses can be used to compare different
signals, say, the two channels in a stereo recording.

If the power spectrum can be said to be a "polyspectrum"
of order 1, and the bispectrum is a polyspectrum of order 2,
how is the order 2 quivalent of a cross spectrum defined?

Any hints and references are appreciated.

Rune


Rune,

I believe there was a tutorial style article written in the IEEE Sig. Proc. Magazine (it was quite awhile ago though).

There is also a brief introduction into HOS in Therrien's book "Discrete Random Signals and Statistical Signal Processing", which I believe you have.

Hope that helps.
Cheers,
Dave
.

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