Bispectrum
In mathematics, in the area of statistical analysis, the bispectrum is a statistic used to search for nonlinear interactions.
Definitions
The Fourier transform of the second-order cumulant, i.e., the autocorrelation function, is the traditional power spectrum.
The Fourier transform of C3(t1, t2) (third-order cumulant-generating function) is called the bispectrum or bispectral density.
Calculation
Applying the convolution theorem allows fast calculation of the bispectrum , where
denotes the Fourier transform of the signal, and
its conjugate.
Generalizations
Bispectra fall in the category of higher-order spectra, or polyspectra and provide supplementary information to the power spectrum. The third order polyspectrum (bispectrum) is the easiest to compute, and hence the most popular.
A statistic defined analogously is the bispectral coherency or bicoherence.
Applications
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Bispectrum and bicoherence may be applied to the case of non-linear interactions of a continuous spectrum of propagating waves in one dimension.[1]
Bispectral measurements have been carried out for EEG signals monitoring.[2] It was also shown that bispectra characterize differences between families of musical instruments.[3]
In seismology, signals rarely have adequate duration for making sensible bispectral estimates from time averages.
See also
References
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- HOSA - Higher Order Spectral Analysis Toolbox: A MATLAB toolbox for spectral and polyspectral analysis, and time-frequency distributions. The documentation explains polyspectra in great detail.