Delta high order cumulant-based recursive instrumental variable algorithm

Author

Kouame, Denis ; Girault, Jean-Marc ; Labat, Valerié ; Ouahabi, Abdeldjalil

Author_Institution

LUSSI, Tours, France

Volume

7

Issue

9

fYear

2000

Firstpage

262

Lastpage

265

Abstract

This letter presents a new recursive high order cumulant-based instrumental variable algorithm. It is based on a modification of the classical least squares estimation and the utilization of the delta operator. The algorithm provides an expression of autoregressive (AR) parameters estimation, in which an additional term appears. This results in an improvement of the convergence of the classical q operator algorithm. Computer simulation results are given to illustrate the behavior of this method.

Keywords

Autoregressive processes; Convergence of numerical methods; Higher order statistics; Least squares approximations; Mathematical operators; Parameter estimation; Recursive estimation; Signal processing; AR parameters; autoregressive parameters estimation; classical q operator algorithm; computer simulation results; convergence; delta operator; high order cumulant-based instrumental variable algorithm; least squares estimation; recursive instrumental variable algorithm; Additive noise; Colored noise; Computer simulation; Convergence; Fluctuations; Instruments; Least squares approximation; Parameter estimation; Recursive estimation; Statistics;

fLanguage

English

Journal_Title

Signal Processing Letters, IEEE

Publisher

ieee

ISSN

1070-9908

Type

jour

DOI

10.1109/97.863152

Filename

863152