Title :
Overdetermined C(q,k) formula using third and fourth order cumulants
Author :
Xiao, Y. ; Shadaydeh, M. ; Tadokoro, Y.
Author_Institution :
Dept. of Inf. & Comput. Sci., Toyohashi Univ. of Technol., Japan
fDate :
3/14/1996 12:00:00 AM
Abstract :
A new overdetermined C(q, k) formula using both third and fourth order cumulants is proposed for FIR system identification. This closed form formula is based on a scaled combination of two C(q, k) formulas using third and fourth order cumulants, respectively. It has a very simple form, and can offer good estimation performance that is comparable to those of other cumulant-based system identification techniques developed in the literature. Extensive simulations reveal its marked performance in coloured additive noise environments
Keywords :
FIR filters; filtering theory; higher order statistics; identification; random noise; FIR system identification; closed form formula; coloured additive noise environments; cumulant-based system identification techniques; estimation performance; fourth order cumulants; overdetermined C(q,k) formula; scaled combination; third order cumulants;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19960381
