Robust nonparametric bicoherence estimation by stepwise outlier rejection

J W A Fackrell, S McLaughlin

Research output: Contribution to journalArticlepeer-review

6 Citations (Scopus)


Nonparametric bicoherence estimation is commonly achieved using a segment-averaging approach but this can be highly susceptible to occasional large transients occurring during the signal duration. Recognising that these transients often have different probability distributions to the underlying signal, a stepwise outlier rejection algorithm can be used to improve the bicoherence estimates. The algorithm is described, and simulation results from sinsuoids-in-noise signals with transient contamination show that this method can give much improved estimates.

Original languageEnglish
Pages (from-to)368-370
Number of pages3
JournalElectronics Letters
Issue number4
Publication statusPublished - 17 Feb 2000


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