Abstract
Non-parametric estimation of lower-order statistics from higher-order statistics of continuous processes is considered. Of particular interest is estimation of correlations and spectra (second-order statistics) from higher-order correlations and polyspectra (higherorder statistics). The use of higher-order statistics is motivated by their insensitivity to a wide class of additive noises including Gaussian noise of unknown covariance. The fact that lower-order correlations are projections of higher-order correlations is exploited. Experimental results are presented using an acousto-optic triple product processor to estimate the autocorrelation of a 1-d signal.
Original language | English (US) |
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Pages (from-to) | 246-256 |
Number of pages | 11 |
Journal | Proceedings of SPIE - The International Society for Optical Engineering |
Volume | 1476 |
DOIs | |
State | Published - Aug 1 1991 |
Externally published | Yes |
Event | Optical Technology for Microwave Applications V 1991 - Orlando, United States Duration: Apr 1 1991 → … |
Bibliographical note
Publisher Copyright:© 1991 SPIE. All rights reserved.