Bispectrum estimation via autoregressive modeling: a group delay approach

Narasimhan, SV and Reddy, GR and Plotkin, EI and Swamy, MNS (1991) Bispectrum estimation via autoregressive modeling: a group delay approach. In: IEEE International Sympoisum on Circuits and Systems.

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A new method of bispectrum estimation by an AR autoregressive model has been proposed for a signal which is the output of a mixed-phase system driven by a non-Gaussian noise. This is achieved by relating the bispectrum phase and magnitude to the system group delay functions. The maximum and minimum phase property of the group delay functions makes AR bispectrum estimation possible, since there exists a direct relation between the cepstral and AR coefficients. The proposed method uses only the bispectrum information and is applicable for moving average MA or AR or ARMA system with either mixed-phase poles or mixed-phase zeros or both. Unlike some of the existing methods, it uses all the bispectral information and does not involve any solution of a system of equations. The method has been illustrated for MA and ARMA systems using sample root mean square error as the performance index

Item Type: Conference or Workshop Item (Paper)
Subjects: AERONAUTICS > Avionics & Aircraft Instrumentation
Depositing User: MS Jayashree S
Date Deposited: 31 Jan 2005
Last Modified: 24 May 2010 04:09

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