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Bicoherence: Difference between revisions
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:<math>X_i(t)\,</math> | :<math>X_i(t)\,</math> | ||
For convenience and simplicity of notation, the data can be taken to have | |||
''zero mean'' (<math>\langle X_i \rangle = 0</math>) and | |||
''unit standard deviation'' (<math>\langle X_i^2 \rangle = 1</math>). | |||
The standard cross spectrum is the Fourier transform of the correlation | The standard cross spectrum is the Fourier transform of the correlation | ||