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MATLAB高阶累积量工具箱
MATLAB高阶累积量工具箱,包含内容有:
Higher-Order Spectrum Estimation: conventional methods
% cum2x - Estimates cross-covariance
% cum3x - Estimates third-order cross-cumulants
% cum4x - Estimates fourth-order cross-cumulants
% cumest - Estimates auto-cumulants, orders two, three, or four
% (cum2est, cum3est, cum4est are sub-ordinate routines)
% bicoher - Estimates bicoherence, direct method
% bicoherx - Estimates cross-bicoherence, direct method
% bispecd - Bispectrum estimation (direct method)
% bispecdx - Cross-Bispectrum estimation (direct method)
% bispeci - Bispectrum estimation (indirect method)
% glstat - Gaussianity-Linearity detection statistics (Hinich test)
%
% Higher-Order Spectrum Estimation: parametric methods
% armaqs - Estimates ARMA parameters via q-slice algorithm
% armarts - Estimates ARMA parameters via residual time-series algorithm
% armasyn - Generates ARMA synthetics
% arorder - Estimates AR order
% arrcest - Estimates AR parameters using correlation &/or cumulants
% bispect - Theoretical bispectrum of an ARMA process
% cumtrue - Computes theoretical (true) cumulants of ARMA processes
% maest - Estimates MA parameters (GM algorithm)
% maorder - Estimates MA order
% rpiid - Generates a sequence of i.i.d. random variables, various p.d.f.'s
% trispect - Computes 2-D slice of true trispectrum of ARMA process
%
% Quadratic Phase Coupling (QPC)
% qpcgen - Generates quadratically-phase coupled harmonics in noise
% qpctor - Detection of quadratic phase coupling via the TOR method
%
% Second-Order Volterra Systems
% nlgen - Computes the output of a second-order Volterra system
% nlpow - Power's method for parameters of 2nd-order Volterra system
% nltick - Tick 's method for parameters of 2nd-order Volterra system
%
% Harmonic Retrieval
% harmest - Estimates frequencies of h
2014-01-02
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