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Please use this identifier to cite or link to this item: http://eprint.iitd.ac.in/handle/2074/1627

Title: Conditions for third-order stationarity and ergodicity of a harmonic random process
Authors: Parthasarathy, H
Prasad, S
Joshi, S D
Keywords: random harmonics
third-order stationarity
quadratic phase
Issue Date: 1994
Citation: Signal Processing, IEEE Transactions on, 42(1), 222 - 225
Abstract: The finite data estimates of the complex third-order moments of a signal consisting of random harmonics are analysed. Conditions for the third-order stationarity and ergodicity are obtained. Explicit formulas for the estimation error and its variance, as well as their limiting large sample values are derived. A special case relevant to quadratic phase coupling is considered, and these results are stated for this case. The variance is shown to comprise an ergodic and a nonergodic part
URI: http://eprint.iitd.ac.in/dspace/handle/2074/1627
Appears in Collections:Electrical Engineering

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