Title :
Improvement of cumulant-based parameter estimation
Author :
Kouame, Denis ; Girault, Jean-Marc
Author_Institution :
LUSSI, GIP Ultrasons, Tours, France
Abstract :
This paper presents a improvement of high-order cumulant-based parameter estimation using delta operator applied to the instrumental variable algorithm. It is based on a modification of the classical least squares estimation and the utilization of the delta operator and the introduction of an additional term in the parameter estimates. Computer simulation results are given to illustrate the behavior of this method
Keywords :
higher order statistics; least squares approximations; parameter estimation; signal processing; delta operator; high-order cumulant; least squares estimation; parameter estimation; Convergence; Delay; Finite difference methods; Fluctuations; Gaussian noise; Instruments; Least squares approximation; Parameter estimation; Sampling methods; Statistics;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2001. Proceedings. (ICASSP '01). 2001 IEEE International Conference on
Conference_Location :
Salt Lake City, UT
Print_ISBN :
0-7803-7041-4
DOI :
10.1109/ICASSP.2001.940718
