What should we say about the kurtosis?

被引:30
作者
Mansour, A [1 ]
Jutten, C
机构
[1] RIKEN, BMC Res Ctr, Nagoya, Aichi 463, Japan
[2] Inst Natl Polytech Grenoble, LIS, F-38031 Grenoble, France
关键词
blind identification; blind separation; high order statistics; kurtosis; over- and sub-Gaussian; probability density function;
D O I
10.1109/97.803435
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
In this work, we point out some important properties of the normalized fourth-order cumulant (i.e., the kurtosis). In addition, we emphasize the relation between the signal distribution and the sign of the kurtosis, One should mention that in many situations, authors claim that the sign of the kurtosis depends on the nature of the signal (i.e., over- or sub-Gaussian), For unimodal probability density function, that claim is true and is clearly proved in the letter. But for more complex distributions, it has been shown that the kurtosis sign may change with parameters and does not depend only on the asymptotic behavior of the distributions. Finally, these results give theoretical explanation to techniques, like nonpermanent adaptation, used in nonstationary situations,
引用
收藏
页码:321 / 322
页数:2
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