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Time-domain tests for Gaussianity and time-reversibility

Authors :
Giannakis, Georgios B.
Tsatsanis, Michail K.
Source :
IEEE Transactions on Signal Processing. Dec, 1994, Vol. 42 Issue 12, p3460, 13 p.
Publication Year :
1994

Abstract

Time-domain chi-squared statistical tests are useful in characterizing the tradeoffs between higher-order statistics (HOS) and second-order statistics (SOS) and in validating the time-reversibility and Gaussianity of the statistical signal processing algorithms. The efficient Gaussianity statistics provides a constant-false-alarm-rate test, enables parametric modeling and helps derive the power of the time-reversibility and Gaussianity tests. Comparison of the statistical tests with the present frequency-domain method was done using simulations.

Details

ISSN :
1053587X
Volume :
42
Issue :
12
Database :
Gale General OneFile
Journal :
IEEE Transactions on Signal Processing
Publication Type :
Academic Journal
Accession number :
edsgcl.16646256