DocumentCode
2606073
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
fYear
1993
fDate
3-6 May 1993
Firstpage
723
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Circuits and Systems, 1993., ISCAS '93, 1993 IEEE International Symposium on
Conference_Location
Chicago, IL
Print_ISBN
0-7803-1281-3
Type
conf
DOI
10.1109/ISCAS.1993.393823
Filename
393823
Link To Document