Title :
AR phase reconstruction using third order cumulants
Author :
Nandi, A.K. ; Mehlan, R.
Author_Institution :
Dept. of Electron & Electr. Eng., Strathclyde Univ., Glasgow, UK
fDate :
7/16/1992 12:00:00 AM
Abstract :
A knowledge of phase is important in many situations. Parametric phase estimation methods have certain advantages over nonparametric methods. A method for reconstructing phases in autoregressive (AR) processes using estimated third order cumulant sequences from time-series data is presented.
Keywords :
filtering and prediction theory; parameter estimation; signal processing; spectral analysis; time series; TOR equations; autoregressive phase reconstruction; filter; parametric phase estimation; signal processing; third order cumulants; time-series data;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19920874
