Abstract
Some basic models and concepts are introduced in this chapter.
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Bibliography
Properties of covariance functions and spectra can be found in several books on stochastic processes. A nice introduction to the bispectrum and its applications is given in Nikias, C.L., Raghuveer, M.R., 1987. Bispectrum estimation: a digital signal processing framework. Proceedings IEEE, 75, 869–891.
A standard reference text for higher-order spectra is Brillinger, D.R., 1965. An introduction to polyspectra. Annals of Mathematical Statistics, 36, 1351–1374.
Other tutorial sources on the bispectra subject include Mendel, J., 1991. Tutorial on higher-order statistics (spectra) in signal processing and system theory: theoretical results and some applications. Proceedings IEEE, 79, 278–305.
Nikias, C.L., 1991. Higher-order spectra analysis. In Haykin, S. (Ed.), Advances in Spectrum Analysis and Array Processing. Prentice Hall, Englewood Cliffs, NJ.
Models for nonlinear time series and stochastic systems are outside the scope of this book. for a treatment, see Tong, H., 1980. Nonlinear Time Series: A Dynamical System Approach. Clarendon Press, Oxford.
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© 2002 Springer-Verlag London
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Söderström, T. (2002). Models. In: Discrete-time Stochastic Systems. Advanced Textbooks in Control and Signal Processing. Springer, London. https://doi.org/10.1007/978-1-4471-0101-7_3
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DOI: https://doi.org/10.1007/978-1-4471-0101-7_3
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