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OALib Journal期刊
ISSN: 2333-9721
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CONDITIONS FOR FOURTH-ORDER STATIONARITY AND ERGODICITY OF A HARMONIC RANDOM PROCESS
谐波随机过程的四阶平稳性和四阶遍历性条件

Keywords: Harmonic random process,Fourth-order stationarity,Fourth-order ergodicity
谐波随机过程
,四阶平稳性,四阶遍历性

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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.

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