Studies on higher-order statistics of stationary stochastic processes 定常確率過程の高次統計量に関する研究

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Author

    • 坂口, 文則 サカグチ, フミノリ

Bibliographic Information

Title

Studies on higher-order statistics of stationary stochastic processes

Other Title

定常確率過程の高次統計量に関する研究

Author

坂口, 文則

Author(Another name)

サカグチ, フミノリ

University

京都大学

Types of degree

工学博士

Grant ID

乙第7586号

Degree year

1991-06-29

Note and Description

博士論文

Table of Contents

  1. 論文目録 / (0001.jp2)
  2. CONTENTS / (0005.jp2)
  3. ACKNOWLEDGEMENTS / (0007.jp2)
  4. CHAPTER1.INTRODUCTION / p1 (0008.jp2)
  5. 1.1.PRELIMINARIES AND MOTIVATIONS / p2 (0009.jp2)
  6. 1.2.HIGHER ORDER STATISTICS OF STATINARY STOCHASTIC PROCESSES / p7 (0011.jp2)
  7. CHAPTER2.A BISECTION ALGORITHM FOR IMPULSE RESPONSE ESTIMATION FROM THE BISPECTRUM / p13 (0014.jp2)
  8. 2.1.INTRODUCTION / p14 (0015.jp2)
  9. 2.2.THE BISPECTRUM AND THE PHASE / p15 (0015.jp2)
  10. 2.3.A BISECTION ALGORITHM FOR PHASE ESTIMATION / p17 (0016.jp2)
  11. 2.4.REDUNDANCY OF RELATIONS AND IMPROVED ALGORITHM / p23 (0019.jp2)
  12. 2.5.SIMULATION RESULTS / p26 (0021.jp2)
  13. 2.6.CONCLUDING REMARKS / p28 (0022.jp2)
  14. Appendix A / p29 (0022.jp2)
  15. CHAPTER3.A SPECTRUM SEPARATION METHOD FOR THE SUM OF TWO NON-GAUSSIAN STATIONARY TIME SERIES USING HIGHER ORDER PERIODOGRAMS / p31 (0023.jp2)
  16. 3.1.INTRODUCTION / p32 (0024.jp2)
  17. 3.2.HIGHER ORDER SPECTRA OF THE SUM OF TWO INDEPENDENT SERIES GENERATED FROM WHITE NOISES / p33 (0024.jp2)
  18. 3.3.THE METHOD OF THE SEPARATION INTO TWO SPECTRA / p36 (0026.jp2)
  19. 3.4.SIMULATION RESULTS / p44 (0030.jp2)
  20. 3.5.CONSIDERATIONS FOR ESTIMATION ERRORS / p49 (0032.jp2)
  21. 3.6.CONCLUDING REMARKS / p51 (0033.jp2)
  22. Appendix B / p52 (0034.jp2)
  23. CHAPTER4.THE BISPECTRUM OF TWO MARKOVIAN-SWITCHED GAUSSIAN PROCESSES / p57 (0036.jp2)
  24. 4.1.INTRODUCTION / p58 (0037.jp2)
  25. 4.2.2-STATE MARKOVIAN SWITCHING MODEL AND ITS THIRD ORDER CORRELATION / p59 (0037.jp2)
  26. 4.3.THE EXPRESSION OF THE BISPECTRUM / p65 (0040.jp2)
  27. 4.4.SOME PROPERTIES OF THE BISPECTRUM OF THE MODEL / p69 (0042.jp2)
  28. 4.5.CONCLUDING REMARKS / p70 (0043.jp2)
  29. CHAPTER5.A COMPOSITE LINEAR MODEL GENERATING A STATIONARY STOCHASTIC PROCESS WITH GIVEN THIRD-ORDER AUTOCORRELATION FUNCTION / p71 (0043.jp2)
  30. 5.1.INTRODUCTION / p72 (0044.jp2)
  31. 5.2.BASIC LINEAR SYSTEMS USED IN THE MODEL / p74 (0045.jp2)
  32. 5.3.MODEL CONSTRUCTION / p78 (0047.jp2)
  33. 5.4.THE POWER SPECTRUM OF THE GENERATED PROCESS BY THE MODEL / p82 (0049.jp2)
  34. 5.5.RESULTS OF NUMERICAL EXPERIMENTS / p84 (0050.jp2)
  35. 5.6.CONCLUDING REMARKS / p86 (0051.jp2)
  36. CHAPTER6.A RELATION WHICH IS A NECESSARY AND SUFFICIENT CONDITION FOR THE BISPECTRUM TO BE OF LINEAR-PROCESS TYPE / p87 (0051.jp2)
  37. 6.1.INTRODUCTION / p88 (0052.jp2)
  38. 6.2.A RELATION FOR THE 'LINEARITY' / p89 (0052.jp2)
  39. 6.3.THE PROOF OF THE THEOREM / p91 (0053.jp2)
  40. 6.4.AN EXAMPLE / p95 (0055.jp2)
  41. 6.5.CONCLUDING REMARKS / p96 (0056.jp2)
  42. CHAPTER7.GENERAL CONCLUSIONS / p97 (0056.jp2)
  43. REFERENCES / p101 (0058.jp2)
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Codes

  • NII Article ID (NAID)
    500000079658
  • NII Author ID (NRID)
    • 8000000079862
  • DOI(NDL)
  • NDLBibID
    • 000000243972
  • Source
    • NDL ONLINE
    • NDL Digital Collections

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