Statistics of Tricoherence

Statistics of the estimates of tricoherence are obtained analytically for nonlinear harmonic random processes with known true tricoherence. Expressions are presented for the bias, variance, and probability distributions of estimates of tricoherence as functions of the true tricoherence and the number of realizations averaged in the estimates. The expressions are applicable to arbitrary higherorder coherence and arbitrary degree of interaction between modes. Theoretical results are compared with those obtained from numerical simulations of nonlinear harmonic random processes. Estimation of true values of tricoherence given observed values is also discussed. 1 Vinod Chandran is with the Signal Processing Research Centre, School of Electrical and Electronic Systems Engineering, Queensland University of Technology, Brisbane, Australia. 2 Steve Elgar and Barry Vanhof are at the School of Electrical Engineering and Computer Science, Washington State University, Pullman, Washington, USA. ..