The bispectrum and bicoherence for quadratically nonlinear systems subject to non-Gaussian inputs

  • Authors:

  • Jonathan M. Nichols;Colin C. Olson;Joseph V. Michalowicz;Frank Bucholtz

  • Affiliations:

  • U.S. Naval Research Laboratory, Washington, DC;U.S. Naval Research Laboratory, Washington, DC;U.S. Naval Research Laboratory, Washington, D.C., and Global Strategies Group, Crofton, MD;U.S. Naval Research Laboratory, Washington, DC

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 2009

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Abstract

In the analysis of data from nonlinear systems both the bispectrum and the bicoherence have emerged as useful tools. Both are frequently used to detect the influence of a nonlinear system on the joint probability distribution of the system input. Previous work has provided an analytical expression for the bispectrum of a quadratically nonlinear system output if the input is stationary, jointly Gaussian distributed. This work significantly generalizes the previous analysis by providing an analytical expression for the bispectrum of the response of quadratically nonlinear systems subject to stationary, jointly non-Gaussian inputs possessing arbitrary auto-correlation function. The expression is then used to determine the optimal input probability density function for detecting a quadratic nonlinearity in a second-order system. It is also shown how the expression can be used to design an optimal nonlinear filter for detecting deviations from normality in the probability density of a signal.