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Higher order spectral estimation for random fields

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Abstract

This paper is concerned with the nonparametric estimation of the higher order cumulant spectra of vector-valued stationary random fields onZ d by smoothing the periodograms, whereZ is the space of integers and the dimensiond≥1. We derive the asymptotic cumulant properties of the spectral estimates, and consider an application to multidimensional nonlinear systems identification. Numerical examples with simulated data are provided.

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Authors and Affiliations

  1. Department of Mathematics, University of Manchester Institute of Science and Technology, M60 1QD, Manchester, United Kingdom

    J. Yuan & T. Subba Rao

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  1. J. Yuan
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  2. T. Subba Rao
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Yuan, J., Rao, T.S. Higher order spectral estimation for random fields. Multidim Syst Sign Process 4, 7–22 (1993). https://doi.org/10.1007/BF00986003

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  • DOI: https://doi.org/10.1007/BF00986003

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