Proceedings of 1994 28th Asilomar Conference on Signals, Systems and Computers (1994)

Pacific Grove, CA, USA

Oct. 31, 1994 to Nov. 2, 1994

ISSN: 1058-6393

ISBN: 0-8186-6405-3

pp: 5-8

M.R. Raghuveer , Dept. of Electr. Eng., Rochester Inst. of Technol., NY, USA

ABSTRACT

The property of the bispectrum that relates to random processes with symmetric probability density functions (PDFs) has often been interpreted to mean that the bispectrum of a stationary random process is zero if the marginal PDF is symmetric regardless of whether the random process is white or colored. It is shown that if the random process is not white, it can still have a non-zero bispectrum even if the marginal PDF is a symmetric function such as the Laplacian PDF or a nearly Gaussian function. Symmetry conditions expressed in terms of the marginal and joint PDFs that guarantee a zero bispectrum are postulated.<>

INDEX TERMS

random processes, spectral analysis, Gaussian distribution, higher order statistics, moving average processes, signal processing, noise

CITATION

M. Raghuveer, "Higher-order statistics: laying a myth to rest,"

*Proceedings of 1994 28th Asilomar Conference on Signals, Systems and Computers(ACSSC)*, Pacific Grove, CA, USA, 1995, pp. 5-8.

doi:10.1109/ACSSC.1994.471406

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