Parthasarathy, H. ; Prasad, S. ; Joshi, S. D. (1994) Conditions for third-order stationarity and ergodicity of a harmonic random process IEEE Transactions on Signal Processing, 42 (1). pp. 222-225. ISSN 1053-587X
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Official URL: http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumb...
Related URL: http://dx.doi.org/10.1109/78.258145
Abstract
The finite data estimates of the complex third-order moments of a signal consisting of random harmonics are analysed. Conditions for the third-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. A special case relevant to quadratic phase coupling is considered, and these results are stated for this case. The variance is shown to comprise an ergodic and a nonergodic part.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to IEEE. |
| ID Code: | 54698 |
| Deposited On: | 12 Aug 2011 06:12 |
| Last Modified: | 12 Aug 2011 06:12 |
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