Title :
Composite cumulant-property mapping for MA cumulant matching
Author :
STOGIOGLOU, Achilleas G. ; Mclaughlin, Steve
Author_Institution :
Dept. of Electr. Eng., Edinburgh Univ., UK
Abstract :
This paper considers the use of composite property mappings for mapping algorithm (MA) cumulant matching. The algorithm makes use of two property mappings corresponding to rank and structure properties of a matrix consisting of MA cumulants. It is proved that these two properties are sufficient to characterise a matrix consisting of true MA cumulants. This result clearly implies that provided that convergence is achieved the composite property mapping algorithm performs some kind of cumulant matching. The issue of convergence is also discussed in the paper. Numerical results are presented to show the performance of the algorithm
Keywords :
convergence of numerical methods; higher order statistics; identification; matrix algebra; signal processing; composite cumulant-property mapping; convergence; mapping algorithm cumulant matching; matrix; rank; structure properties; Array signal processing; Convergence; Higher order statistics; Iterative algorithms; System identification;
Conference_Titel :
Statistical Signal and Array Processing, 1996. Proceedings., 8th IEEE Signal Processing Workshop on (Cat. No.96TB10004
Conference_Location :
Corfu
Print_ISBN :
0-8186-7576-4
DOI :
10.1109/SSAP.1996.534856