Title :
A fast algorithm for estimating higher-order cumulants
Author :
Alshebeili, Saleh A.
Author_Institution :
Dept. of Electr. Eng., King Saud Univ., Riyadh, Saudi Arabia
Abstract :
In many problems of digital signal processing, it is required to estimate higher-order cumulants of a given process. We present a fast, inexpensive, and unbiased cumulant estimator. This estimator is based on, a polarity scheme. Unbiasedness is achieved by the addition of statistically independent auxiliary noise sources to the input signals. This scheme has the advantage of being computationally efficient in comparison to conventional estimation methods
Keywords :
correlators; higher order statistics; noise; parameter estimation; random processes; signal processing; computationally efficient method; digital signal processing; estimation method; fast algorithm; higher order cumulants estimation; input signals; polarity correlator; polarity scheme; stationary random process; statistically independent auxiliary noise sources; unbiased cumulant estimator; zero-crossing information; Autocorrelation; Correlators; Gaussian processes; Higher order statistics; Propagation delay; Random processes; Random variables; Signal processing; Signal sampling; Stochastic processes;
Conference_Titel :
Signal Processing, 1996., 3rd International Conference on
Print_ISBN :
0-7803-2912-0
DOI :
10.1109/ICSIGP.1996.566859
