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Cumulant-based parameter estimation using structured networks

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2 Author(s)
L. X. Wang ; Dept. of Electr. Eng.-Syst., Univ. of Southern California, Los Angeles, CA, USA ; J. M. Mendel

A two-level three-layer structured network is developed to estimate the moving-average model parameters based on second-order and third-order cumulant matching. The structured network is a multilayer feedforward network composed of linear summers in which the weights of these summers have a clear physical meaning. The first level is composed of random access memory units, which are used to control the connectivities of the second-level summers. The second level is composed of three layers of linear summers in which the weight of any summer represents the moving-average parameter to be estimated. The connectivities among these summers are controlled by the first-level memory units in such a way that the outputs of the second-level structured network equal the desired second-order or third-order statistics if the summer weights equal their corresponding true moving-average parameter values. Each second-order and third-order cumulant is viewed as a pattern which the structured network needs to learn, and a steepest-descent algorithm is proposed for training the structured network. The author also presents extensions to particular sorts of estimation, and results of simulations

Published in:

IEEE Transactions on Neural Networks  (Volume:2 ,  Issue: 1 )