Nelder–Mead method: Difference between revisions

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In [[mathematics]], in the area of [[statistical analysis]], the '''bispectrum''' is a statistic used to search for nonlinear interactions. The [[Fourier transform]] of the second-order [[cumulant]], i.e., the [[autocorrelation]] function, is the traditional [[power spectrum]]. The Fourier transform of ''C''<sub>3</sub>(''t''<sub>1</sub>,&nbsp;''t''<sub>2</sub>) (third-order [[cumulant]]-generating function) is called the bispectrum or '''bispectral density'''.    Applying the [[convolution theorem]] allows fast calculation of the bispectrum <math> B(f_1,f_2)=F^*(f_1+f_2).F(f_1).F(f_2)</math>, where <math>F</math> denotes the Fourier transform of the signal, and <math>F^*</math> its conjugate.
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Bispectra fall in the category of ''higher-order spectra'', or ''polyspectra'' and provide supplementary information to the power spectrum. The third order polyspectrum (bispectrum) is the easiest to compute, and hence the most popular.
 
A statistic defined analogously is the ''bispectral coherency'' or ''bicoherence''.
 
Bispectrum and [[bicoherence]] may be applied to the case of non-linear interactions of a continuous spectrum of propagating waves in one dimension.<ref>{{cite journal |author=Greb U, Rusbridge MG
|title=The interpretation of the bispectrum and bicoherence for non-linear interactions of continuous spectra |journal=Plasma Phys. Control. Fusion |volume=30 |issue=5 |pages=537–49 |year=1988 |doi=10.1088/0741-3335/30/5/005 |url=http://www.iop.org/EJ/abstract/0741-3335/30/5/005}}</ref>  
 
Bispectral measurements have been carried out for [[electroencephalography|EEG]] [[signals (biology)|signals]] monitoring.<ref>{{cite journal |author=Johansen JW, Sebel PS |title=Development and clinical application of electroencephalographic bispectrum monitoring |journal=Anesthesiology |volume=93 |issue=5 |pages=1336–44 |date=November 2000 |pmid=11046224 |doi= |url=http://meta.wkhealth.com/pt/pt-core/template-journal/lwwgateway/media/landingpage.htm?issn=0003-3022&volume=93&issue=5&spage=1336}}</ref>
 
In [[seismology]], signals rarely have adequate duration for making sensible bispectral estimates from time averages.
 
==See also==
[[Trispectrum]]
 
==References==
{{reflist}}
*{{cite journal |author=Mendel JM |title=Tutorial on higher-order statistics (spectra) in signal processing and system theory: theoretical results and some applications |journal=Proc. IEEE |volume=79 |issue=3 |pages=278–305 }}
*[http://www.mathworks.com/matlabcentral/fileexchange/3013 HOSA - Higher Order Spectral Analysis Toolbox]: A [[MATLAB]] toolbox for spectral and polyspectral analysis, and time-frequency distributions. The documentation explains polyspectra in great detail.
 
[[Category:Complex analysis]]
[[Category:Integral transforms]]
[[Category:Fourier analysis]]
[[Category:Time series analysis]]
[[Category:Nonlinear time series analysis]]

Latest revision as of 15:02, 30 December 2014

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