A Practical Approach To Higher-Order Statistics. An Application to Electrical Transients Characterization

In this paper we perform a practical review on higher- order statistics interpretation. Concretely we focus on an unbiased estimate of the 4th-order time-domain cumulants. Some synthetics involving classical noise processes are characterized using this unbiased estimate, with the goal of checking its performance and to provide the scientific community with another result, dealing with the interpretation of this signal processing tool. A real practical example is presented in the field of electrical power quality event analysis. The work also aims to present a set of general advice in order to save memory and gain speed in a real signal processing frame, dealing with non-stationary processes.