Browsing Faculty of Engineering by Subject "Bicumulant sequence"
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Bispectrum estimation using a MISO autoregressive model
(Springer International Publishing, 2016)Bispectra are third-order statistics that have been used extensively in analyzing nonlinear and non-Gaussian data. Bispectrum of a process can be computed as the Fourier transform of its bicumulant sequence. It is in general ...
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