DocumentCode
341693
Title
Adaptive MA-parameter estimation with modulated cumulants
Author
Kaiser, Thomas
Author_Institution
Dept. of Commun. Eng., Duisburg Gerhard-Mercator Univ., Germany
fYear
1999
fDate
1999
Firstpage
387
Lastpage
391
Abstract
In this paper we propose a new algorithm for adaptively estimating the parameters of a time variant MA-model based on so-called modulated second- and third-order cumulants. The concept of modulated cumulants enables the use of all available statistical information up to third-order and therefore the new algorithm does not only lead to a faster convergence but also to higher parameter estimation accuracy compared to known methods. We will illustrate this behaviour by numerical examples
Keywords
adaptive estimation; convergence of numerical methods; higher order statistics; moving average processes; recursive estimation; adaptive MA-parameter estimation; faster convergence; modulated cumulants; modulated second-order cumulants; modulated third-order cumulants; parameter estimation accuracy; recursive estimation; time variant MA-model; Convergence; Equations; Frequency modulation; Linear systems; Parameter estimation; Random processes; Recursive estimation; State estimation; Statistics; Transfer functions;
fLanguage
English
Publisher
ieee
Conference_Titel
Higher-Order Statistics, 1999. Proceedings of the IEEE Signal Processing Workshop on
Conference_Location
Caesarea
Print_ISBN
0-7695-0140-0
Type
conf
DOI
10.1109/HOST.1999.778764
Filename
778764
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