Analytic performance evaluation of cumulant-based FIR system identification methods

Author

Fonollosa, José A R ; Mendel, Jerry M.

Author_Institution

ETSE Telecomunicacio, Univ. Politecnica de Catalunya, Barcelona, Spain

fYear

1992

fDate

7-9 Oct 1992

Firstpage

168

Lastpage

172

Abstract

The covariances of the third- and fourth-order sample cumulants of stationary processes are derived. The resulting expressions are used to obtain the analytical performance of such methods as a function of the coefficients and statistics of the input sequence. The lower bound in the variance is compared for different sets of sample statistics to provide insight about the information carried by each sample statistic. The effect of the presence of noise on the accuracy of the estimates is studied analytically. The results are illustrated graphically with plots of the variance of the estimates as a function of the parameters or the signal-to-noise ratio. Monte Carlo simulations are included for comparison with the predicted analytical performance

Keywords

Monte Carlo methods; parameter estimation; signal processing; statistical analysis; variational techniques; Monte Carlo simulations; accuracy; analytical performance; covariances; cumulant-based FIR system identification; higher order statistics; noise; sample statistics; Finite impulse response filter; Image processing; Image sequence analysis; Performance analysis; Random variables; Signal to noise ratio; Statistical analysis; Statistics; System identification; Telecommunications;

fLanguage

English

Publisher

ieee

Conference_Titel

Statistical Signal and Array Processing, 1992. Conference Proceedings., IEEE Sixth SP Workshop on

Conference_Location

Victoria, BC

Print_ISBN

0-7803-0508-6

Type

conf

DOI

10.1109/SSAP.1992.246822

Filename

246822