Nonlinear systems and higher-order statistics

Abstract

The author illustrates various ways higher order statistics are used in the analysis of various nonlinear models. The Navier-Stokes equation is used to illustrate the nonlinear interaction of different wave numbers in a homogeneous velocity field. A hybrid method is used to illustrate the estimation of bispectral density function of a continuous-time stationary process sampled by a random point process. A set of specific nonlinear models is used to demonstrate the use of higher order statistics to discriminate among competing models.<>