Higher-order statistics: Discussion and interpretation

The focus of the present review paper is the interpretation and estimation of the measurements based in higher-order statistics both in the time and in the frequency domains; and is concerned with statistical signal processing applied in scientific methods. Throughout the work, the mathematical expressions are expanded in order to get a practical interpretation of the estimators and the resulting data structures. A comprehensive selection of the estimators allows the interpretation and the assessment of the numerical and graphical results. The developed expressions complement the examples, giving rise to a practical approach. Conveniently bricked within the sections, an ensemble of tests has been conducted, in which non-Gaussian processes show the need of a higher-order characterization.