Calculation of the higher-order correlation functions from a noisy signal
B. Das, N. B. Abraham · Physical Review A · 1991
Expressions are derived for determining higher-order correlation functions of a fluctuating signal partially masked by additive noise when the contribution of noise in the signal is not negligible. A way of computing higher-order correlation functions equivalent to cumulants by subtracting the contributions of all lower-order correlation functions is also described. The relations will be useful for the experimentalists wishing to obtain useful information, especially from noisy signals.