Fast Kurtogram

The fast kurtogram decomposes the kurtosis as a function of frequency and frequency resolution

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.