Generalized regularization in cumulant-based parameter estimation

Author

Xin, Jingmin ; Nagasawa, K. ; Sano, Akihide

Author_Institution

Dept. of Electr. Eng., Keio Univ., Yokohama, Japan

fYear

1992

fDate

7-9 Oct 1992

Firstpage

493

Lastpage

497

Abstract

The regularization in third-order cumulant-based parameter estimation is discussed for identification of transfer functions. The SVD-based regularization algorithm to estimate the number of sinusoids in the presence of colored Gaussian noise is given on a basis of fourth-order cumulant. A new MSE-like criterion for determining the optimal multiple adjustable parameters is given to decide the number of sinusoids by comparing these parameters with the singular values of the fourth-order cumulant-based Toeplitz matrix

Keywords

parameter estimation; random noise; signal processing; statistical analysis; transfer functions; SVD-based regularization algorithm; Toeplitz matrix; colored Gaussian noise; cumulant-based parameter estimation; higher order statistics; identification of transfer functions; number of sinusoids; optimal multiple adjustable parameters; Additive noise; Autocorrelation; Colored noise; Equations; Gaussian noise; Noise measurement; Parameter estimation; Q measurement; Signal processing; Signal processing algorithms;

fLanguage

English

Publisher

ieee

Conference_Titel

Statistical Signal and Array Processing, 1992. Conference Proceedings., IEEE Sixth SP Workshop on

Conference_Location

Victoria, BC

Print_ISBN

0-7803-0508-6

Type

conf

DOI

10.1109/SSAP.1992.246892

Filename

246892