|
|
CONDITIONS FOR FOURTH-ORDER STATIONARITY AND ERGODICITY OF A HARMONIC RANDOM PROCESS |
Mao Yongcai |
Institute of Electronic Engineering,Xidian University,Xi'an 710071 |
|
|
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.
|
Received: 29 July 1994
|
|
|
|
|
|
|
|