Scheduled System Maintenance:
Some services will be unavailable Sunday, March 29th through Monday, March 30th. We apologize for the inconvenience.
By Topic

A new cumulant based parameter estimation method for noncausal autoregressive systems

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

The purchase and pricing options are temporarily unavailable. Please try again later.
3 Author(s)
Chong-Yung Chi ; Dept. of Electr. Eng., Nat. Tsing Hua Univ., Hsinchu, Taiwan ; Jian-Lin Hwang ; Chyi-Feng Rau

Proposes a new nonlinear parameter estimation method for a noncausal autoregressive (AR) system based on a new quadratic equation relating the unknown AR parameters to higher order (⩾3) cumulants of nonGaussian output measurements in the presence of additive Gaussian noise. A gradient-type numerical optimization algorithm is used to search for the optimal AR parameter estimates. It is applicable regardless of whether or not the order of the system is known in advance; it is also applicable for the case of the causal AR system. Some simulation results are offered to justify that the proposed method is effective

Published in:

Signal Processing, IEEE Transactions on  (Volume:42 ,  Issue: 9 )