does anyone know how the "bispectrum" works?
in [DSP]
|
Prev: Kenlighten - A social network for knowledge seekers and providers
Next: Tool to practice DSP algorithms
From: fisico32 on 7 May 2010 08:24 Hello Forum, the bispectrum is a generalization of the spectrum.The PSD of a process is the Fourier transform of the autocorrelation function R(tau)=<x(t) x(t+tau)>, for a stationary process. The "triple" autocorrelation function is R(tau1, tau2)=<x(t) x(t+tau1) x(t+tau2)>. It measure the relation between three points in time. The Fourier transform of R(tau1, tau2) is called the bispectrum which is said to be nonzero for nonlinear and nonGaussian signals. The bispectrum is nonzero at frequency pairs (w1, w2) that satisfy certain conditions...... Does anyone know about those conditions? I have seen different versions of those conditions like w1+w2+w3=0 or w3=w1+w2, w3=w1-w2, and corresponding phase conditions theta_1+theta_2+theta3=0 and am a little confused.... Does anyone know how and where those conditions come from? thanks fisico32 |