Robust frequency-domain bicoherence estimation
Justin Fackrell, A. G. Stogioglou, Stephen McLaughlin · 2002
Estimates of higher order statistical quantities (such as the bicoherence) have higher variances than their second-order counterparts. Reliable estimates can be obtained by using longer data records, but in practice this is often not possible. In direct-method bicoherence estimation, estimates from shorter records can be highly dependent on measurement errors and background noise. To try to get around these problems, a new bicoherence measure based on the /spl alpha/-trimmed mean bispectrum is described. Simulations indicate how well this new measure performs compared to the standard bicoherence measure.