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Bicoherence: Difference between revisions
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== Bispectrum == | == Bispectrum == | ||
The Fourier transforms of the signals ''X<sub>i</sub>(t)'' are denoted by | |||
:<math>\hat X_i(\omega)</math> | :<math>\hat X_i(\omega)</math> | ||
the bispectrum | Thus, the bispectrum, computed as the Fourier transform of the bicorrelation ''C<sub>2</sub>'', becomes: | ||
:<math>B(\omega_1,\omega_2) = \hat X_1^*(\omega)\hat X_2(\omega_1) \hat X_2(\omega_2)</math> | :<math>B(\omega_1,\omega_2) = \hat X_1^*(\omega)\hat X_2(\omega_1) \hat X_2(\omega_2)</math> | ||
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:<math>\omega = \omega_1 + \omega_2</math> | :<math>\omega = \omega_1 + \omega_2</math> | ||
Hence, the bispectrum is interpreted as a measure of the degree of three-wave coupling. | |||
== Bicoherence == | == Bicoherence == | ||