The estimation of the bispectrum of a discrete-time stationary Non-Guassian autoregressive (AR) process from a finite set of noisy observations is considered. A modified bispectrum-rum estimator based on high-order Yule-Walker equations is established.


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    Title :

    Autoregressive bispectrum estimation in non-Guassian noise


    Contributors:
    Gang-Yao Kuang (author) / Chang-Qing Peng (author) / SuYi (author) / Chong-Liang Lu (author)


    Publication date :

    1995-01-01


    Size :

    184401 byte





    Type of media :

    Conference paper


    Type of material :

    Electronic Resource


    Language :

    English



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