The statistics of wavelet-based bicoherence

作者: Jaehak Chung , E.J. Powers

DOI: 10.1109/TFSA.1998.721381

关键词: Degrees of freedom (statistics)BicoherenceCoherence (signal processing)Harmonic wavelet transformFourier transformStatisticsMathematicsGaussianWavelet transformWavelet

摘要: The ability of classical Fourier- and wavelet-based bicoherence to detect phase coupling associated with short-time quadratic nonlinear interactions is compared. different performance each arises from statistics. Since the has a larger number effective degrees freedom (dof) than that Fourier based bicoherence, its significant level zero-bicoherence smaller value. statistics zero-level represented empirically for zero-mean Gaussian random input.

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