重复时间序列中常见非线性的估计

信号处理 Pub Date : 2001-08-06 DOI:10.1109/SSP.2001.955316

A. G. Barnett, R. Wolff

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引用次数: 2

摘要

双频谱。是一个高阶统计量，被认为是检测非线性的有用工具。Rivola和White(1998)给出了一个简单的例子，说明了它从断桥支柱中识别非线性声波的能力。除了检测非线性外，它还具有进一步的优势，即它的大小和形状可以用来估计三阶非线性结构(Barnett和Wolff)。Diggle和Al-Wasel(1997)展示了当一个时间序列被重复时(比如来自一组桥柱的声波)，如何产生一个共同的频谱，并估计个体偏离这个全球量。本文的目的是将该方法推广到双谱，并总结了重复时间序列中常见的非线性。我们使用一组说字母“a”的人和一个重复说这个字母的人的数据来评估我们的方法。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On the estimation of common non-linearity among repeated time series

The bispectrum. is a higher-order statistic and is known to be a useful tool for detecting non-linearity. A succinct example of its power to identify non-linear sound waves from broken bridge struts was given by Rivola and White (1998). As well as detecting non-linearity it has the further advantage that its magnitude and shape can be used to estimate the third order non-linear structure (Barnett and Wolff). When a time series is repeated (such as sound waves from a collection of bridge struts) Diggle and Al-Wasel (1997) showed how to produce a common spectrum and to estimate individual departures from this global quantity. The purpose of this paper is to extend this method to the bispectrum and give a summary of common non-linearity among repeated time series. We evaluate our method using data from a group of people speaking the letter 'A' and from one person repeatedly speaking this letter.

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来源期刊

信号处理

自引率

0.00%

发文量

5812

期刊介绍： Journal of Signal Processing is an academic journal supervised by China Association for Science and Technology and sponsored by China Institute of Electronics. The journal is an academic journal that reflects the latest research results and technological progress in the field of signal processing and related disciplines. It covers academic papers and review articles on new theories, new ideas, and new technologies in the field of signal processing. The journal aims to provide a platform for academic exchanges for scientific researchers and engineering and technical personnel engaged in basic research and applied research in signal processing, thereby promoting the development of information science and technology. At present, the journal has been included in the three major domestic core journal databases "China Science Citation Database (CSCD), China Science and Technology Core Journals (CSTPCD), Chinese Core Journals Overview" and Coaj. It is also included in many foreign databases such as Scopus, CSA, EBSCO host, INSPEC, JST, etc.