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CONDITIONS FOR FOURTH-ORDER STATIONARITY AND ERGODICITY OF A HARMONIC RANDOM PROCESS
作者姓名:Mao  Yongcai
作者单位:institute of Electronic Engineering,Xidian University,Xi'an,710071
摘    要:The finite data estimates of the complex fourth-order moments of a signal consisting of random harmonics are analyzed. Conditions for the fourth-order stationarity and ergodicity are obtained. Explicit formulas for the estimation error and its variance, as well as their limiting large sample values are derived. Finally, a special case relevant to cubic phase coupling is considered, and these results are stated for this case, the variance is shown to comprise an ergodic and a nonergodic part.


Conditions for fourth-order stationarity and ergodicity of a harmonic random process
Mao Yongcai.CONDITIONS FOR FOURTH-ORDER STATIONARITY AND ERGODICITY OF A HARMONIC RANDOM PROCESS[J].Journal of Electronics,1996,13(3):235-241.
Authors:Mao Yongcai
Affiliation:(1) Institute of Electronic Engineering, Xidian University, 710071 Xi’an
Abstract:The finite data estimates of the complex fourth-order moments of a signal consisting of random harmonics are analyzed. Conditions for the fourth-order stationarity and ergodicity are obtained. Explicit formulas for the estimation error and its variance, as well as their limiting large sample values are derived. Finally, a special case relevant to cubic phase coupling is considered, and these results are stated for this case, the variance is shown to comprise an ergodic and a nonergodic part.
Keywords:Harmonic random process  Fourth-order stationarity  Fourth-order ergodicity
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