Higher Order Spectra Analysis of Nonstationary Harmonizable Random Processes


IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E78-A   No.7   pp.854-859
Publication Date: 1995/07/25
Online ISSN: 
Print ISSN: 0916-8508
Type of Manuscript: PAPER
Category: Digital Signal Processing
3rd order spectrum,  Wigner bispectrum,  nonstationary signal analysis,  random signal analysis,  

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In the correspondence discrete Wigner higher order spectra (WHOS) of harmonizable random signals are addressed and their relations with polyspectra (HOS) are illustrated. It is shown, that discrete WHOS of a random stationary signal do not reduce to the aliased polyspectra in a similar way as Wigner distribution (WD) reduces to the power spectrum of a random signal. Wigner 2nd-order time-frequency distribution of deterministic signals and the 3rd-order spectrum of stationary signals are presented in their modified forms to be used to estimate time-varying third-order spectrum of discrete nonstationary random harmonizable processes.