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Moments and Polyspectra of the Discrete-Time Random Telegraph Signal

Abstract : The random telegraph signal (RTS) is an ordered signal which means that the explicit expression of the moment functions requires that the time instants appearing in these moments are put in an increasing order. This property greatly complicates the calculation of higher order polyspectra, Fourier transforms of moments. This correspondence presents an extension to the discrete-time (DT) case of a method already known in continuous time. This extension exhibits new problems which makes the calculation even more difficult. These difficulties are analyzed and the structure of trispectrum is discussed in detail. Index Terms Higher order statistical analysis, trispectrum. Manuscript received B. P. is with the Laboratoire des Signaux et Systèmes (L2S), a joint laboratory of the C.N.R.S. and thé Ecole Supérieure d' ´ Electricité, Plateau de Moulon,
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  • HAL Id : hal-01692227, version 1

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Bernard Picinbono. Moments and Polyspectra of the Discrete-Time Random Telegraph Signal. IEEE Transactions on Information Theory, Institute of Electrical and Electronics Engineers, 2000, 46, pp.2735 - 2739. ⟨hal-01692227⟩

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