A novel method is presented for optimal model order selection for autoregressive (AR) bispectrum estimation. The method depends solely on the data and requires no a priori information about the process. The method selects the model order that maximizes the cross correlation between the direct (fast Fourier transform-based) bispectrum estimate and the autoregressive bispectrum estimate. Simulation results are reviewed which demonstrate the method's performance for the case of quadratically coupled sinusoids embedded in white Gaussian noise
Published in:
Signal Processing, IEEE Transactions on
(Volume:39
,
Issue:
6
)
Date of Publication: Jun 1991