Title
A fourth-order stationarity and ergodicity conditions for harmonic processes
Abstract
This paper considers the problem of estimating the fourth-order cumulant sequence of a harmonic process. Both stationarity and ergodicity conditions for this kind of signal are derived through the imposition of restrictions to the frequencies and amplitudes that define the signals. Statistical properties for the mean value and the variance of the sample mean estimator are deduced as well. These conditions are applied to cubic-phase coupling detection, stressing the study of nonergodic signals and possible strategies to study them. Numerical examples to illustrate these conditions for cubic phase coupling detection and separation of mixed signals using independent component analysis (ICA) methods are also showed in this paper.
Year
DOI
Venue
2004
10.1109/TSP.2004.827180
IEEE Transactions on Signal Processing
Keywords
Field
DocType
higher order statistics,independent component analysis,signal detection,source separation,cubic-phase coupling detection,cumulant sequence estimation,ergodicity condition,fourth-order stationarity condition,harmonic process,higher order statistics,independent component analysis,mixed signal separation,nonergodic signals,sample mean estimator,Cubic phase coupling,harmonic processes,higher order statistics
Statistical physics,Signal processing,Ergodicity,Detection theory,Control theory,Higher-order statistics,Harmonic,Independent component analysis,Calculus,Source separation,Mathematics,Estimator
Journal
Volume
Issue
ISSN
52
6
1053-587X
Citations 
PageRank 
References 
2
0.64
10
Authors
4
Name
Order
Citations
PageRank
D. Blanco1101.99
D. P. Ruiz2103.76
Alameda-Hernandez, E.31057.30
M. C. Carrión4214.86