Title :
An adaptive method for consistent parameter estimation of a non-Gaussian MA process
Author :
Wang, Xin-Wen ; He, Zhengya ; Zhang, Xian-Da
Author_Institution :
Dept. of Radio Eng., Southeast Univ., Nanjing, China
Abstract :
A new adaptive method of estimating the parameters of non-Gaussian, nonminimum phase moving average processes is proposed. The adaptive method is developed using a consistency-guaranteed equation system of higher order cumulants. These can provide consistent estimates of the parameters. Simulation results are provided to show the performance of the new adaptive method
Keywords :
adaptive estimation; higher order statistics; moving average processes; parameter estimation; adaptive method; consistency-guaranteed equation system; consistent parameter estimation; higher order cumulants; non-Gaussian MA process; nonminimum phase moving average processes; Adaptive algorithm; Additive noise; Automation; Computer simulation; Equations; Finite impulse response filter; Helium; Parameter estimation; Phase estimation; System identification;
Conference_Titel :
Circuits and Systems, 1993., ISCAS '93, 1993 IEEE International Symposium on
Conference_Location :
Chicago, IL
Print_ISBN :
0-7803-1281-3
DOI :
10.1109/ISCAS.1993.393823
