{"title":"Generalized regularization in cumulant-based parameter estimation","authors":"J. Xin, K. Nagasawa, A. Sano","doi":"10.1109/SSAP.1992.246892","DOIUrl":null,"url":null,"abstract":"The regularization in third-order cumulant-based parameter estimation is discussed for identification of transfer functions. The SVD-based regularization algorithm to estimate the number of sinusoids in the presence of colored Gaussian noise is given on a basis of fourth-order cumulant. A new MSE-like criterion for determining the optimal multiple adjustable parameters is given to decide the number of sinusoids by comparing these parameters with the singular values of the fourth-order cumulant-based Toeplitz matrix.<<ETX>>","PeriodicalId":309407,"journal":{"name":"[1992] IEEE Sixth SP Workshop on Statistical Signal and Array Processing","volume":"15 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1992-10-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"[1992] IEEE Sixth SP Workshop on Statistical Signal and Array Processing","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/SSAP.1992.246892","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
The regularization in third-order cumulant-based parameter estimation is discussed for identification of transfer functions. The SVD-based regularization algorithm to estimate the number of sinusoids in the presence of colored Gaussian noise is given on a basis of fourth-order cumulant. A new MSE-like criterion for determining the optimal multiple adjustable parameters is given to decide the number of sinusoids by comparing these parameters with the singular values of the fourth-order cumulant-based Toeplitz matrix.<>
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