Cumulants and genetic algorithm for parameters estimation ofnoncausal AR models
Alshebeili, S.; Alsehaili, M.; Alkanhal, M.
Electrical and Computer Engineering, 1999 IEEE Canadian Conference on
Volume 2, Issue , 1999 Page(s):669 - 674 vol.2
Digital Object Identifier 10.1109/CCECE.1999.807997
Summary:This paper introduces a new method to estimating the parameters of
a noncausal AR model. This method is based on a new formulation that
relates the unknown AR parameters to both second- and higher-order
cumulants. A genetic algorithm has been used to solve for the unknown AR
parameters by minimizing a nonlinear cost function that is defined in
terms of model's output cumulants
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