DocumentCode
1305255
Title
Parameter estimation using cumulants
Author
Liu, Yanbing ; Soraghan, John ; Durrani, Tariq S.
Author_Institution
Dept. of Electron. Eng., Nanzing Aeronaut. Inst., China
Volume
26
Issue
12
fYear
1990
fDate
6/7/1990 12:00:00 AM
Firstpage
820
Lastpage
822
Abstract
A recursive solution to the Yule-Walker equations for a nonsymmetric Toeplitz matrix is presented. It is shown that the correlation and the nonstationary degree of the input random process can result in greater performance degradation in higher-order moment based algorithms than in autocorrelation based algorithms. New deconvolution algorithms are developed for an input series that exhibits a small degree of correlation. Simulation results are presented that make use of NAG generated random data.
Keywords
correlation theory; matrix algebra; parameter estimation; signal processing; Yule-Walker equations; autocorrelation based algorithms; correlation; cumulants; deconvolution algorithms; higher-order moment based algorithms; input random process; nonstationary degree; nonsymmetric Toeplitz matrix; parameter estimation; recursive solution; signal processing algorithms;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:19900536
Filename
52103
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