Title :
Generalized regularization in cumulant-based parameter estimation
Author :
Xin, Jingmin ; Nagasawa, K. ; Sano, Akihide
Author_Institution :
Dept. of Electr. Eng., Keio Univ., Yokohama, Japan
Abstract :
The regularization in third-order cumulant-based parameter estimation is discussed for identification of transfer functions. The SVD-based regularization algorithm to estimate the number of sinusoids in the presence of colored Gaussian noise is given on a basis of fourth-order cumulant. A new MSE-like criterion for determining the optimal multiple adjustable parameters is given to decide the number of sinusoids by comparing these parameters with the singular values of the fourth-order cumulant-based Toeplitz matrix
Keywords :
parameter estimation; random noise; signal processing; statistical analysis; transfer functions; SVD-based regularization algorithm; Toeplitz matrix; colored Gaussian noise; cumulant-based parameter estimation; higher order statistics; identification of transfer functions; number of sinusoids; optimal multiple adjustable parameters; Additive noise; Autocorrelation; Colored noise; Equations; Gaussian noise; Noise measurement; Parameter estimation; Q measurement; Signal processing; Signal processing algorithms;
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
DOI :
10.1109/SSAP.1992.246892
