Expanded statistical measures in the cepstrum are obtained when estimating the time delay <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">τ</tex> between the wavelets of a composite signal embedded in noise. Previous considerations have been limited to physical instances where the modulus <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">a</tex> and the ratio of signal to noise spectra <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">Φy/ Φₙ</tex> yield values for <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">x = (1 +a²) Φy/ Φₙ</tex> and/or <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">γ = 2|a| / (1 + a²)</tex> much less than one. The physical parameters, <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">a, Φy</tex> , and <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">Φₙ</tex> are allowed to vary throughout the spectrum, thus introducing new elements to the analysis. The required statistical measures are derived for the complete series of cross-terms, for a higher order perturbation in the modulation term, and for its logarithmically generated harmonics. Under these open conditions, the explicit behavior of the additional statistical measures are delineated as a function of the modulus <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">a</tex> and the ratio of signal to noise spectra. The effect of the interfering harmonics with the modulation term is assessed for signal and noise with exponential autocorrelation functions.
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Joseph C. Hassab (1977) studied this question.
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