Modulated cumulant sequences applied to MA-model identification

Thomas Kaiser

doi:10.1117/12.211400

7 June 1995 Modulated cumulant sequences applied to MA-model identification

Thomas Kaiser

Proceedings Volume 2563, Advanced Signal Processing Algorithms; (1995) https://doi.org/10.1117/12.211400
Event: SPIE's 1995 International Symposium on Optical Science, Engineering, and Instrumentation, 1995, San Diego, CA, United States

Abstract

Cumulant sequences have become a more and more powerful tool in statistical signal processing. Through modulation of cumulant sequences we have inserted some degrees of freedom called modulation frequencies. We will show the usefulness of this modulated cumulant sequences by a new linear method for MA-parameter estimation which avoids some disadvantages of existing methods. Furthermore, we develop a modification of the method for additive arbitrarily distributed noise. Extensive simulations have shown a significant improvement of the parameter estimation accuracy.

Citation Download Citation

Thomas Kaiser "Modulated cumulant sequences applied to MA-model identification", Proc. SPIE 2563, Advanced Signal Processing Algorithms, (7 June 1995); https://doi.org/10.1117/12.211400

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