{"title":"一种基于累积量的非因果自回归系统参数估计新方法","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":"{\"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}","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}
A new cumulant based parameter estimation method for noncausal autoregressive systems
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.<>
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
