Testing for Linearity of Noisy Stationary Signals

IEEE Transactions on Signal Processing

Volumn 42, Issue 10, 1994, Pages 2742-2748

  Tugnait, Jitendra K ^a  

^a AUBURN UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; REGRESSION ANALYSIS; SIGNAL FILTERING AND PREDICTION; SIGNAL INTERFERENCE; SPECTRUM ANALYSIS; TIME SERIES ANALYSIS;

NOISY STATIONARY SIGNALS; SKEWNESS FUNCTIONS; SUBBA RAO GABR APPROACH;

SIGNAL PROCESSING;

EID: 0028517212     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.324739     Document Type: Article

References (16)

1. T. W. Anderson, An Introduction to Multivariate Statistical Analysis. New York: Wiley, 1958.
2. R. A. Ashley, D. M. Patterson, and M. J. Hinich, “A diagnostic test for nonlinear serial dependence in time series fitting errors,” J. Time Series Anal., vol. 7, no. 3, pp. 165–178, 1986.
3. D. R. Brillinger, “An introduction to polyspectra,” Annals Math. Statist., vol. 36, pp. 1351–1374, 1965.
4. D. R. Brillinger, Time Series, Data Analysis and Theory. New York: Holt, Rinehart and Winston, 1975.
5. D. R. Brillinger and M. Rosenblatt, “Asymptotic theory of estimates of kth order spectra,” in Spectral Analysis of Time Series, B. Harris, Ed. New York: Wiley, 1967, pp. 153–188.
6. K. L. Chung, A Course In Probability Theory. New York: Harcourt, 1968.
7. M. J. Hinich, “Testing for Gaussianity and linearity of a stationary time series,” J. Time Series Anal., vol. 3, no. 3, pp. 169–176, 1982.
8. M. J. Hinich, D. Marandino, and E. J. Sullivan, “Bispectrum of ship-radiated radiated noise,” J. Acoust. Soc. Am., vol. 85, pp. 1512–1517, Apr. 1989.
9. M. Rosenblatt, Stationary Sequences and Random Fields. Boston, MA: Birkhauser, 1985.
10. T. Soderstrom and P. Stoica, System Identification. London:, Prentice-Hall Int., 1989.
11. T. Subba Rao and M. M. Gabr, “A test for linearity of stationary time series,” J. Time Series Anal., vol. 1, no. 2, pp. 145–158, 1980.
12. T. Subba Rao and M. M. Gabr, An Introduction to Bispectral Analysis and Bilinear Time Series Models. New York: Springer-Verlag, 1984.
13. G. Sundaramoorthy, M. R. Raghuveer, and S. A. Dianat, “Bispectral reconstruction of signals in noise: Amplitude reconstruction issues,” IEEE Trans. Acoust., Speech, Signal Processing, vol. 38, pp. 1297–1306, July 1990.
14. G. B. Giannakis and A. Delopoulos, “Non-parametric estimation of autocorrelation and spectra using cumulants and polyspectra,” in Proc. SPIE (San Diego, CA), vol. 1348, July 1990, pp. 503–517.
15. J. K. Tugnait and E. J. Sullivan, “Testing for linearity of stationary signals in Gaussian noise,” in Proc. 26th Annu. Conf. Inform. Sci., Syst., Princeton, NJ, pp. 589–595, March 18–20, 1992.
16. J. K. Tugnait, “Linear model validation and order selection using higher order statistics,” in Proc. IEEE Signal Proc. Workshop on Higher Order Statist. (South Lake Tahoe, CA), June 7–9, 1993, pp. 111–115.