| 复随机信号的四阶统计量估计中的浮点舍入误差分析 |
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| 引用本文： | 毛用才,保铮. 复随机信号的四阶统计量估计中的浮点舍入误差分析[J]. 系统工程与电子技术, 1997, 0(4) |
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| 作者姓名： | 毛用才 保铮 |
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| 作者单位： | 西安电子科技大学雷达信号处理实验室 710071 |
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| 摘 要： | 本文分析了由单个数据记录沽计复平稳过程四阶矩与四阶累积量的浮点舍入误差,得到了峰度与四阶切片矩的估计中引入的量化噪声的均值与方差的闭形表达式或上界,说明舍入误差明显影响四阶矩估计,尤其是对于为减少估计方差而采用的长数据记录情形.
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| 关 键 词： | 量化噪声 浮点运算 信号处理 |
Analysis of Floating Point Roundoff Errors in the Estimation of Fourth-Order Statistics of a Complex Random Signal |
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| Mao Yongcai and Bao Zheng Key Lab. for Radar Signal Processing,Xidian University,Xi' an. Analysis of Floating Point Roundoff Errors in the Estimation of Fourth-Order Statistics of a Complex Random Signal[J]. System Engineering and Electronics, 1997, 0(4) |
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| Authors: | Mao Yongcai Bao Zheng Key Lab. for Radar Signal Processing Xidian University Xi' an |
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| Affiliation: | Mao Yongcai and Bao Zheng Key Lab. for Radar Signal Processing,Xidian University,Xi' an 710071 |
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| Abstract: | A floating point roundoff error analysis in the estimation of fourth-order moments and cumulants of complex stationary processes from single data records is provided. Closed form expressions or upper bounds are derived for the mean and variance of the quantization noise introduced in the estimation of the diagonal slice moments and kurtosis. Theoretical results show that the roundoff noise can significantly affect the moment and cumulant estimates , especially when long data records are employed for the purpose of reducing the estimation variance. |
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| Keywords: | Higher-order statistics Quantization noise Floating point roundoff errors .Signal processing. |
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