{"title":"A new cumulant based parameter estimation method for noncausal autoregressive systems","authors":"Chong-Yung Chi, J. Hwang, C. Rau","doi":"10.1109/ICASSP.1994.389877","DOIUrl":null,"url":null,"abstract":"In this paper, a new nonlinear parameter estimation method for a noncausal autoregressive (AR) system based on a new quadratic equation relating the unknown AR parameters to higher-order (/spl ges/3) cumulants of non-Gaussian output measurements in the presence of additive Gaussian noise, is described. It is applicable no matter whether or not the order of the system is known in advance; it is also applicable for the case of causal AR system. Some simulation results are offered to justify that the proposed method is effective.<<ETX>>","PeriodicalId":290798,"journal":{"name":"Proceedings of ICASSP '94. IEEE International Conference on Acoustics, Speech and Signal Processing","volume":"104 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1994-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"11","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of ICASSP '94. IEEE International Conference on Acoustics, Speech and Signal Processing","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICASSP.1994.389877","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 11
Abstract
In this paper, a new nonlinear parameter estimation method for a noncausal autoregressive (AR) system based on a new quadratic equation relating the unknown AR parameters to higher-order (/spl ges/3) cumulants of non-Gaussian output measurements in the presence of additive Gaussian noise, is described. It is applicable no matter whether or not the order of the system is known in advance; it is also applicable for the case of causal AR system. Some simulation results are offered to justify that the proposed method is effective.<>
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