Appendix B: Calculation Procedures of Triple Correlation, Bispectrum, and Examples
Triple Correlation and Bispectrum Estimation
Definitions of triple correlation and bispectrum for continuous signal x(t) are given in Chapter 6. However, calculation of both triple correlation and bispectrum is normally achieved in the discrete domain. Thus, the discrete triple correlation is estimated as follows:
where x(kdt) is the discrete version of x(t), k is ...
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