Bispectrum estimation of transient signals

Abstract

A method is introduced for transient signal reconstruction based on bispectrum estimation techniques. The third-order cumulants of the noisy observation data are estimated first and an autoregressive model is then fitted in the sense of perfect matching between the third-order cumulant sequence of the model's impulse response and the estimated cumulants of the observation. It is demonstrated that the method is capable of reconstructing transient signals for environments in which the noise is color Gaussian with unknown autocorrelation function.<>