7 June 1995 Modulated cumulant sequences applied to MA-model identification
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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.
© (1995) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Thomas Kaiser, Thomas Kaiser, } "Modulated cumulant sequences applied to MA-model identification", Proc. SPIE 2563, Advanced Signal Processing Algorithms, (7 June 1995); doi: 10.1117/12.211400; https://doi.org/10.1117/12.211400

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