ADAPTIVE ESTIMATION OF THE 4TH-ORDER CUMULANT OF A WHITE STOCHASTIC-PROCESS

被引：24

作者：

AMBLARD, PO

BROSSIER, JM

机构：

[1] CEPHAG URA CNRS 346, Grenoble, ENSIEG, 38402 Saint Martin d'Heres Cedex

来源：

SIGNAL PROCESSING | 1995年 / 42卷 / 01期

关键词：

HIGHER-ORDER STATISTICS; CUMULANT; ESTIMATION; ADAPTIVE ALGORITHM;

D O I：

10.1016/0165-1684(94)00114-F

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：

This communication is devoted to the introduction and study of a new adaptive estimator of the fourth-order cumulant of a white, zero-mean stochastic process. We show that this estimator is asymptotically unbiased and normal. Moreover, we give an explicit form for the asymptotic variance. This allows us to show that the algorithm is robust with respect to the estimation of the second-order moment. This fact leads to the introduction of a simpler estimator of the cumulant which uses a single recursive equation.

引用

页码：37 / 43

页数：7

共 5 条

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[4]

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