MA IDENTIFICATION USING 4TH-ORDER CUMULANTS

被引：29

作者：

COMON, P

机构：

[1] Thomson Sintra, F-06561 Valbonne Cedex, Parc Sophia Antipolis

来源：

SIGNAL PROCESSING | 1992年 / 26卷 / 03期

关键词：

BLIND IDENTIFICATION; MOVING AVERAGE; NONMINIMUM PHASE; CUMULANT; MULTIPLE INPUT MULTIPLE OUTPUT; MULTICHANNEL;

D O I：

10.1016/0165-1684(92)90122-D

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

The algorithm proposed aims to identify moving average coefficient matrices of an MA process, not necessarily minimum-phase, driven by an unobserved non-gaussian input. It is assumed that the observation available is of limited duration, and coefficients are estimated from the set of fourth order output cumulants. It is shown that much more equations than unknowns are available, and that robustness for short data records can be obtained by utilizing them all.

引用

页码：381 / 388

页数：8

共 6 条

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[3] Comon, Separation of sources using high-order cumulants, SPIE Conf. Advanced Algorithms and Architecture, Vol. Real-Time Sig. proc. XII, pp. 170-181, (1989)
[4] Giannakis, Inouye, Mendel, Cumulant-based identification of multichannel moving-average models, IEEE Trans. Automat. Control, 34, 7, pp. 783-787, (1989)
[5] Rao, Linear Statistical Inference and Its Application, (1973)
[6] Swami, Giannakis, Mendel, A unified approach to modeling multichannel ARMA processes, IEEE Internat. Conf. Acoust. Speech Signal Process., pp. 2182-2185, (1989)

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