Title :
Parameter estimation using cumulants
Author :
Liu, Yanbing ; Soraghan, John ; Durrani, Tariq S.
Author_Institution :
Dept. of Electron. Eng., Nanzing Aeronaut. Inst., China
fDate :
6/7/1990 12:00:00 AM
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;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19900536
