Title :
Strong convergence rate of mixed cumulant estimators for sinusoidal signals
Author :
Li, Hongwei ; Yuan, Baozong
Author_Institution :
Inst. of Inf. Sci., Northern Jiaotong Univ., Beijing, China
Abstract :
We consider the strong convergence of single record mixed cumulant estimators for sinusoidal signals. The strong convergence rate of a second-order mixed cumulant estimator is obtained. For a fourth-order mixed cumulant estimator, the strong convergence rate is established under the fourth-order ergodicity conditions. These results are helpful in evaluating the performance of algorithms for harmonic-parameter estimation based on higher-order statistics
Keywords :
convergence of numerical methods; higher order statistics; parameter estimation; signal processing; convergence rate; fourth-order ergodicity; fourth-order mixed cumulant estimator; harmonic-parameter estimation; higher-order statistics; performance evaluation; second-order mixed cumulant estimator; sinusoidal signals; Additive noise; Colored noise; Convergence; Gaussian noise; Higher order statistics; Nonlinear filters; Phase estimation; Power harmonic filters; Power system harmonics;
Conference_Titel :
Signal Processing Proceedings, 1998. ICSP '98. 1998 Fourth International Conference on
Conference_Location :
Beijing
Print_ISBN :
0-7803-4325-5
DOI :
10.1109/ICOSP.1998.770242
