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Proceedings Paper

Modulated cumulant sequences applied to MA-model identification
Author(s): Thomas Kaiser
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Paper 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.

Paper Details

Date Published: 7 June 1995
PDF: 12 pages
Proc. SPIE 2563, Advanced Signal Processing Algorithms, (7 June 1995); doi: 10.1117/12.211400
Show Author Affiliations
Thomas Kaiser, Gerhard-Mercator-Univ. Duisburg (Germany)

Published in SPIE Proceedings Vol. 2563:
Advanced Signal Processing Algorithms
Franklin T. Luk, Editor(s)

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