Higher order correlation detection in nonlinear aerodynamic systems using wavelet transforms
نویسندگان
چکیده
The wavelet transform technique is used to detect intermittent linear and higher order correlation between pairs of correlated random signals. The statistical relevance of the resulting time dependent coherence and bicoherence are analyzed in light of the inherent noise in estimates. The presence of intermittent correlation is delineated from uncorrelated regions through the use of reference maps of likely statistical noise between uncorrelated simulated signals.
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