Abstract:The finite data estimates of the complex fourth-order moments of a signal consisting of random harmonics are analysed. Conditions for the fourth-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. Finally, a special case relevant to cubic phase coupling is considered, and these results are stated for this case, the variance is shown to comprise an ergodic and a nonergodic part.
毛用才. 谐波随机过程的四阶平稳性和四阶遍历性条件[J]. 电子与信息学报, 1996, 18(3): 256-262 .
Mao Yongcai . CONDITIONS FOR FOURTH-ORDER STATIONARITY AND ERGODICITY OF A HARMONIC RANDOM PROCESS. , 1996, 18(3): 256-262 .