《A Method for Time-Frequency Analysis 》.pdf

IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 42, NO. 1 , JANUARY 1994 225 altemateh from the above exmession) that U( 11 ) is third-order ergodic 151 R. Brillineer and M. Rosenblatt, “Asymptotic theory of estimates of kth , ,. I . . . . iff SI = Sz.This is a slight generalization of the result given in order spectra,” in B. Hams, Ed., Spectral Analysis ofTime Series. New York: Wiley, 1967, pp. 153-188. [ I ] . Moreover, by making use of Assumption 2, a straightforward [6] -, “Computation and interpretation of kth order spectra,” in B. computation shows that the variance of the estimate is given by Hams, Ed., Spectral Analysis of Time Series. New York:Wiley, 1967, \ai {c:’“ ( T . p ) } pp 189-232 171 V Chandran and S L Elgar, “Mean and variance of estimates of = 2 (BzB,Bk)’(l+co\((!l,- ( l k ) ( T - p ) } ) the bispectrum of a harmonic random process-An analysis including leakage effects,” IEEE Trans Signal Pro1essrng vol 39, pp 2640-2651,