Swami A. Higher-Order Spectral Analysis Toolbox.With MATLAB 1993

Textbook in PDF format

This section of the User’s Guide describes how to begin using the Higher-Order Spectral Analysis Toolbox for your signal processing applications. It assumes familiarity with basic MATLAB, as well as a basic understanding of signals and systems.
There is much more information in a stochastic non-Gaussian or deterministic signal than is conveyed by its autocorrelation or power spectrum. Higher-order spectra, which are defined in terms of the higher-order moments or cumulants of a signal, contain this additional information. The Higher-Order Spectral Analysis (HOSA) Toolbox provides comprehensive higher-order spectral analysis capabilities for signal processing applications. The toolbox is an excellent resource for the advanced researcher and the practicing engineer, as well as the novice student who wants to learn about concepts and algorithms in statistical signal processing.
The Higher-Order Spectral Analysis Toolbox is a collection of M-files that implement a variety of advanced signal processing algorithms for spectral estimation, polyspectral estimation, and computation of time-frequency distributions, with applications such as parametric and nonparametric blind system identification, time delay estimation, harmonic retrieval, direction of arrival estimation, parameter estimation of Volterra (nonlinear) models, and adaptive linear prediction. Other potential applications include acoustics, biomedicine, econometrics, exploration seismology, nondestructive testing, oceanography, plasma physics, radar, sonar, speech etc