Multitaper estimation of bicoherence

The statistical properties for bicoherence estimation are shown to be strongly connected to the properties of the power- and bispectral estimator used. Data tapering will reduce spectral leakage and frequency smoothing will reduce the variance. It is shown that correct normalization is essential to...

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Bibliographic Details
Main Authors: Birkelund, Y., Hanssen, A., Powers, E.J.
Format: Conference Proceeding
Language:English
Subjects:
Adaptive control
Bandwidth
Fourier transforms
Frequency dependence
Frequency estimation
Harmonic analysis
Physics
Programmable control
Smoothing methods
Spectral analysis
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Summary:The statistical properties for bicoherence estimation are shown to be strongly connected to the properties of the power- and bispectral estimator used. Data tapering will reduce spectral leakage and frequency smoothing will reduce the variance. It is shown that correct normalization is essential to ensure unbiased results. The multitaper approach is shown to be superior to other non-parametric estimators for bicoherence estimation.
ISSN:1520-6149
2379-190X
DOI:10.1109/ICASSP.2001.940310