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Volume 18 Issue 3
May  1996
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Mao Yongcai . CONDITIONS FOR FOURTH-ORDER STATIONARITY AND ERGODICITY OF A HARMONIC RANDOM PROCESS[J]. Journal of Electronics & Information Technology, 1996, 18(3): 256-262.
Citation: Mao Yongcai . CONDITIONS FOR FOURTH-ORDER STATIONARITY AND ERGODICITY OF A HARMONIC RANDOM PROCESS[J]. Journal of Electronics & Information Technology, 1996, 18(3): 256-262.

CONDITIONS FOR FOURTH-ORDER STATIONARITY AND ERGODICITY OF A HARMONIC RANDOM PROCESS

  • Received Date: 1994-07-29
  • Rev Recd Date: 1995-02-28
  • Publish Date: 1996-05-19
  • The finite data estimates of the complex fourth-order moments of a signal consisting of random harmonics are analysed. Conditions for the fourth-order stationarity and ergodicity are obtained. Explicit formulas for the estimation error and its variance, as well as their limiting large sample values are derived. Finally, a special case relevant to cubic phase coupling is considered, and these results are stated for this case, the variance is shown to comprise an ergodic and a nonergodic part.
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  • Raghuveer M R, Nikias C L. IEEE Trans. on ASSP, 1985, ASSP-33(10): 1213-1230.[2]Raghuveer M R, Nikias C L. Proc[J].IEEE.1987, 75(7):869-891[3]Huber P J, Kleiner B, Gasser T, et al. IEEE Trans. on Audio Electroacoust., 1971, A)r19(1): ?8-86.[4]Kim Y C, Bean J M, Powers E J, et al. Phys[J].Fluids.1980, 23(2):258-263[5]Brillinger R, Rosenblatt M. Asymptotic theory of estimates of k-th order spectra. in B. Harris, Ed., Spectral Analysis of Time Series. New York: Whey, 1967, 153-188.[6]Brillinger R, Rosenblatt M. Computation and interpretation of k-th order spectra. in B. Harris, Ed.,[7]Spectral Analysis of Time Series. New York: Wiley, 1967, 189-232.[8]Parthasarathy H, Prasad S, Joshi S D. IEEE Trans. on SP, 1994, SP-42(1): 222-225.
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