Title :
Recursive estimation algorithm for FIR systems using the 3rd and 4th order cumulants
Author :
Kim, Hyoungill ; Jeon, BumKi ; Yang, Taewon ; Sung, Koeng-Mo
Author_Institution :
Sch. of Electr. Eng., Seoul Nat. Univ., South Korea
Abstract :
A recursive estimation algorithm for FIR systems is proposed using the 3rd and 4th order cumulants. From the 3rd and 4th order cumulants relationship, we construct a certain matrix form whose entry consists of the system output sequence. Using this matrix form, the proposed recursive algorithm is developed by the overdetermined recursive instrumental variable (ORIV) method. The proposed algorithm provides improved estimation accuracy when additive Gaussian noise is present and can be applied to a time varying system as well. Simulation results are presented to compare the performance with other HOS-based algorithms
Keywords :
FIR filters; Gaussian noise; higher order statistics; recursive estimation; time-varying systems; white noise; 3rd order cumulants; 4th order cumulants; FIR systems; HOS-based algorithms; additive Gaussian noise; estimation accuracy; matrix form; overdetermined recursive instrumental variable method; performance; recursive estimation algorithm; simulation; system output sequence; time varying system; Additive noise; Educational institutions; Equations; Finite impulse response filter; Gaussian noise; Instruments; Least squares methods; Recursive estimation; Signal to noise ratio; Time varying systems;
Conference_Titel :
Higher-Order Statistics, 1997., Proceedings of the IEEE Signal Processing Workshop on
Conference_Location :
Banff, Alta.
Print_ISBN :
0-8186-8005-9
DOI :
10.1109/HOST.1997.613525
