{"title":"基于新准则的高阶统计量线性预测","authors":"Chong-Yung Chi, Wu-Ton Chen","doi":"10.1109/SSAP.1992.246827","DOIUrl":null,"url":null,"abstract":"This criterion requires only partial Mth-order cumulants C/sub M,e/(0,k/sub 1/, k/sub 1/, . . ., k/sub M/2-1/, k/sub M/ /sub /2-1/) of the prediction error e(k) where M is even. Theoretically, it is shown that the proposed filter associated with a stationary process x(k) is the same as the conventional correlation based (minimum-phase) LPE filter associated with the nonGaussian signal y(k) (noise-free). Simulation results show that when y(k) is an autoregressive process of known order, the proposed filter works well.<<ETX>>","PeriodicalId":309407,"journal":{"name":"[1992] IEEE Sixth SP Workshop on Statistical Signal and Array Processing","volume":"21 12","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1992-10-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":"{\"title\":\"Linear prediction based on higher order statistics by a new criterion\",\"authors\":\"Chong-Yung Chi, Wu-Ton Chen\",\"doi\":\"10.1109/SSAP.1992.246827\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This criterion requires only partial Mth-order cumulants C/sub M,e/(0,k/sub 1/, k/sub 1/, . . ., k/sub M/2-1/, k/sub M/ /sub /2-1/) of the prediction error e(k) where M is even. Theoretically, it is shown that the proposed filter associated with a stationary process x(k) is the same as the conventional correlation based (minimum-phase) LPE filter associated with the nonGaussian signal y(k) (noise-free). Simulation results show that when y(k) is an autoregressive process of known order, the proposed filter works well.<<ETX>>\",\"PeriodicalId\":309407,\"journal\":{\"name\":\"[1992] IEEE Sixth SP Workshop on Statistical Signal and Array Processing\",\"volume\":\"21 12\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1992-10-07\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"3\",\"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.1992.246827\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","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.1992.246827","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Linear prediction based on higher order statistics by a new criterion
This criterion requires only partial Mth-order cumulants C/sub M,e/(0,k/sub 1/, k/sub 1/, . . ., k/sub M/2-1/, k/sub M/ /sub /2-1/) of the prediction error e(k) where M is even. Theoretically, it is shown that the proposed filter associated with a stationary process x(k) is the same as the conventional correlation based (minimum-phase) LPE filter associated with the nonGaussian signal y(k) (noise-free). Simulation results show that when y(k) is an autoregressive process of known order, the proposed filter works well.<>
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