A fast algorithm for estimating higher-order cumulants

Author

Alshebeili, Saleh A.

Author_Institution

Dept. of Electr. Eng., King Saud Univ., Riyadh, Saudi Arabia

Volume

1

fYear

1996

Firstpage

15

Abstract

In many problems of digital signal processing, it is required to estimate higher-order cumulants of a given process. We present a fast, inexpensive, and unbiased cumulant estimator. This estimator is based on, a polarity scheme. Unbiasedness is achieved by the addition of statistically independent auxiliary noise sources to the input signals. This scheme has the advantage of being computationally efficient in comparison to conventional estimation methods

Keywords

correlators; higher order statistics; noise; parameter estimation; random processes; signal processing; computationally efficient method; digital signal processing; estimation method; fast algorithm; higher order cumulants estimation; input signals; polarity correlator; polarity scheme; stationary random process; statistically independent auxiliary noise sources; unbiased cumulant estimator; zero-crossing information; Autocorrelation; Correlators; Gaussian processes; Higher order statistics; Propagation delay; Random processes; Random variables; Signal processing; Signal sampling; Stochastic processes;

fLanguage

English

Publisher

ieee

Conference_Titel

Signal Processing, 1996., 3rd International Conference on

Print_ISBN

0-7803-2912-0

Type

conf

DOI

10.1109/ICSIGP.1996.566859

Filename

566859