Title :
A new cumulant based parameter estimation method for noncausal autoregressive systems
Author :
Chi, Chong- Yung ; Hwang, Jian-Lin
Author_Institution :
Dept. of Electr. Eng., Nat. Tsing Hua Univ., Hsinchu, Taiwan
Abstract :
In this paper, 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 non-Gaussian output measurements in the presence of additive Gaussian noise, is described. It is applicable no matter whether or not the order of the system is known in advance; it is also applicable for the case of causal AR system. Some simulation results are offered to justify that the proposed method is effective
Keywords :
Gaussian noise; autoregressive processes; higher order statistics; parameter estimation; signal processing; additive Gaussian noise; cumulant based parameter estimation method; nonGaussian output; noncausal autoregressive systems; nonlinear parameter estimation method; quadratic equation; simulation; Additive noise; Biomedical measurements; Equations; Extraterrestrial measurements; Gaussian noise; Geophysical measurements; Geophysical signal processing; Parameter estimation; Phase estimation; Sea measurements;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1994. ICASSP-94., 1994 IEEE International Conference on
Conference_Location :
Adelaide, SA
Print_ISBN :
0-7803-1775-0
DOI :
10.1109/ICASSP.1994.389877
