A Note On Parameters Estimated By Cumulants

This paper presents the recursive solution to the Yule-Walker equation which is described by a non-symmetric Toeplitz matrix. It is shown that the correlation and the degree of non-stationary of the input random process can result in greater performance degradation in higher-order moment based algorithms than in autocorrelation based algorithm.The deconvolution algorithms are developed for an input series that exibits a slight degree of correlation. Simulation results are presented that make use of NAG generated random distributions.