Title :
General formula for conditional mean using higher order statistics
Author_Institution :
Fac. Electr.-Electron. Eng., Istanbul Tech. Univ.
fDate :
12/4/1997 12:00:00 AM
Abstract :
A general formula is given for conditional mean, which is the well-known minimum variance estimator, in terms of cross-cumulants and locally optimum nonlinearities. This formula will greatly facilitate the solution of various problems emerging in nonlinear system identification, non-Gaussian estimation theory, and nonlinear signal processing
Keywords :
estimation theory; higher order statistics; identification; nonlinear systems; signal processing; conditional mean; cross-cumulants; higher order statistics; locally optimum nonlinearities; minimum variance estimator; nonGaussian estimation theory; nonlinear signal processing; nonlinear system identification;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19971432
