Recursive Computation of Trispectrum
Khalid Mahmood Aamir, Mohammad Ali Maud, Asim Loan · IEICE Transactions on Fundamentals of Electronics Communications and Computer Sciences · 2006
If the signal is not Gaussian, then the power spectral density (PSD) approach is insufficient to analyze signals and we resort to estimate the higher order spectra of the signal. However, estimation of the higher order spectra is even more time consuming, for example, the complexity of trispectrum is O(N4). This problem becomes even more serious when short time Fourier transform (STFT) is computed - computation of the trispectrum is required after every shift of the window. In this paper, a method to recursively compute trispectrum has been presented and it is shown that the computational complexity, for a window size of N, is reduced to be O(N3) and is the same as the space complexity.