Definition of Polyspectra
Polyspectra, also known as higher-order spectra, are frequency-domain statistical quantities that generalize the spectral density (power spectrum) to higher orders. Polyspectra of a given signal can reveal non-Gaussian behavior, time-inversion asymmetries, and phase correlations between different frequency contributions to the signal. While a standard power spectrum quantifies the distribution of intensity across frequencies, polyspectra characterize higher-order phase and amplitude correlations between frequency components. Higher-order spectra include the third-order bispectrum, the fourth-order trispectrum, and their multivariate generalizations.
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Frequently asked questions
What is Polyspectra?
Polyspectra, also known as higher-order spectra, are frequency-domain statistical quantities that generalize the spectral density (power spectrum) to higher orders.