IEEE Transactions on Acoustics Speech and Signal Processing · 1990 · 95 citations · 14 references
EngineeringElectrical EngineeringPhysicsAcousticsSpectroscopyTime Series AnalysisDigital Signal ProcessingNoiseSignal Detection TheorySignal ProcessingTime-frequency AnalysisAdditive NoiseNoise StatisticsSignal-to-noise RatioStationary NoiseTransient DetectionTransient Noise AnalysisTransient Signal Processing
A method for detecting a transient waveform of unknown shape in additive stationary noise is presented. The method uses a statistic computed from the sample bispectrum of a sampled record of the signal-plus-noise of length T=N tau , where 1/ tau is the sampling rate. The key result underlying the method is that the bispectrum of the noise is zero in a triangle that is a proper subset of the principal domain triangle. It is shown that the probability of detecting the signal is high if (3/16)/sup 1/2/N/sup 5/6/ is larger than rho /sup -1/, where rho is the energy signal-to-noise ratio. The result implies that the bispectrum-based test may detect a weak signal of unknown form which evades detection by other methods.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>
14
Time Series Data Analysis and Theory
Edward J. Wegman, David R. Brillinger · Technometrics · 1976 · 697 citations
Ν. H. Bingham, P. Billingsley · Journal of the Royal Statistical Society Series A (General) · 1980 · 461 citations
A TEST FOR LINEARITY OF STATIONARY TIME SERIES
T. Subba Rao, M. M. Gabr · Journal of Time Series Analysis · 1980 · 346 citations
Computing, Economics, Econometrics +12