Proceedings of 1994 28th Asilomar Conference on Signals, Systems and Computers (1994)
Pacific Grove, CA, USA
Oct. 31, 1994 to Nov. 2, 1994
A.G. Stogioglou , Dept. of Electr. Eng., Edinburgh Univ., UK
S. McLaughlin , Dept. of Electr. Eng., Edinburgh Univ., UK
This paper deals with the problem of estimating the parameters of a MA model from the third order cumulant statistics of the noisy observations of the system output. The system is driven by an independent and identically distributed skewed sequence that is not observed. The proposed method does not rely on second order statistics and so it is not affected by symmetrically distributed additive coloured noise. Both batch least squares and recursive methods are developed which utilise all the available third order statistics.<
higher order statistics, parameter estimation, recursive estimation, least squares approximations, moving average processes, FIR filters, interference (signal), Gaussian noise
A. Stogioglou and S. McLaughlin, "New results in system identification of FIR systems," Proceedings of 1994 28th Asilomar Conference on Signals, Systems and Computers(ACSSC), Pacific Grove, CA, USA, 1995, pp. 430-434.