Non-parametric estimation of autocorrelation and spectra using cumulants and polyspectra

Keyphrases

• Nonparametric Estimation 100%
• Cumulants 100%
• Autocorrelation 100%
• Polyspectra 100%
• Spectral Analysis 33%
• Two Dimensional 33%
• Fourier 33%
• Least Squares Approach 33%
• Recursive Algorithm 33%
• Consistent Estimator 33%
• Asymptotic Variance 33%
• Unknown Covariance 33%
• Third-order Cumulant 33%
• Additive White Gaussian Noise 33%
• Batch Algorithm 33%
• Spectral Estimator 33%
• Autocorrelation Sequence 33%
• Dimensional Extension 33%
• Periodogram 33%
• Linear Random Process 33%
• Non-Gaussian Signals 33%

Engineering

• Cumulants 100%
• Parametric Estimation 100%
• Time Domain 66%
• Frequency Domain 66%
• Two Dimensional 33%
• Illustrates 33%
• Potential Application 33%
• Gaussian White Noise 33%
• Consistent Estimator 33%
• Recursive Algorithm 33%
• Periodogram 33%
• Least Square 33%
• Random Process 33%
• Non-Gaussian Signal 33%

Physics

• Autocorrelation 100%
• Non-Gaussian Signal 33%
• Spectrum Analysis 33%
• Random Noise 33%
• Covariance 33%
• Random Process 33%