Moments and polyspectra of the discrete-time random telegraph signal

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 article 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.