Abstract
Purpose In this chapter, we present a few basic notions about higher order statistics that generalise notions defined above for second order statistics. We show, in particular, how the definition of the spectral representation of a process can be generalised for processes that are stationary at orders higher than two.
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The Kronecker product of two matrices A and B of respective size m a x n a and m b x n b is the matrix A ⊗ B of size m a m b x n a n b, with general term [A ⊗ B] ima+k,jna+l = [A]ij[B]kl.
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© 2002 Springer-Verlag London
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Chonavel, T. (2002). Higher Order Statistics. In: Statistical Signal Processing. Advanced Textbooks in Control and Signal Processing. Springer, London. https://doi.org/10.1007/978-1-4471-0139-0_14
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DOI: https://doi.org/10.1007/978-1-4471-0139-0_14
Publisher Name: Springer, London
Print ISBN: 978-1-85233-385-0
Online ISBN: 978-1-4471-0139-0
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