Fast Kurtogram

The fast kurtogram decomposes the kurtosis as a function of frequency and frequency resolution
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Updated 18 May 2015

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The kurtogram is a fourth-order spectral analysis tool elaborated for detecting and characterising nonstationarities
in a signal. It relies on the assertion that each type of transient is associated with an optimal
(frequency/frequency resolution) dyad (f ; Df) which maximises the kurtosis. The Fast Kurtogram computes the kurtogram over a grid that finely samples the (f ; Df) plane. Its complexity is on the order of N log N. This is the "plain vanilla" code used in paper:
J. Antoni, Fast Computation of the Kurtogram for the Detection of Transient Faults, Mechanical Systems and Signal Processing, Volume 21, Issue 1, January 2007, Pages 108-124.

Cite As

Jerome Antoni (2026). Fast Kurtogram (https://www.mathworks.com/matlabcentral/fileexchange/48912-fast-kurtogram), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Version Published Release Notes
1.0.0.0

16/05/2015: consideration of non-unitary sampling frequency Fs

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