Title :
Delta high order cumulant-based recursive instrumental variable algorithm
Author :
Kouame, Denis ; Girault, Jean-Marc ; Labat, Valerié ; Ouahabi, Abdeldjalil
Author_Institution :
LUSSI, Tours, France
Abstract :
This letter presents a new recursive high order cumulant-based instrumental variable algorithm. It is based on a modification of the classical least squares estimation and the utilization of the delta operator. The algorithm provides an expression of autoregressive (AR) parameters estimation, in which an additional term appears. This results in an improvement of the convergence of the classical q operator algorithm. Computer simulation results are given to illustrate the behavior of this method.
Keywords :
Autoregressive processes; Convergence of numerical methods; Higher order statistics; Least squares approximations; Mathematical operators; Parameter estimation; Recursive estimation; Signal processing; AR parameters; autoregressive parameters estimation; classical q operator algorithm; computer simulation results; convergence; delta operator; high order cumulant-based instrumental variable algorithm; least squares estimation; recursive instrumental variable algorithm; Additive noise; Colored noise; Computer simulation; Convergence; Fluctuations; Instruments; Least squares approximation; Parameter estimation; Recursive estimation; Statistics;
Journal_Title :
Signal Processing Letters, IEEE
