Sequential detection using a new recursive-averaging cumulant estimation method

This paper proposes a new method to compute the third-order cumulants for a sequential data stream of arbitrary length. The new method is based on both the overlapping and recursive techniques to accommodate the missing correlations in the indirect method. The method is referred to as the Recursive-Averaging Cumulant Estimation (RACE). The new method has been used in signal detection problems and satisfactory results are obtained.