A fast algorithm for estimating higher-order cumulants

In many problems of digital signal processing, it is required to estimate higher-order cumulants of a given process. We present a fast, inexpensive, and unbiased cumulant estimator. This estimator is based on, a polarity scheme. Unbiasedness is achieved by the addition of statistically independent auxiliary noise sources to the input signals. This scheme has the advantage of being computationally efficient in comparison to conventional estimation methods.