Performance analysis of parameter estimation algorithms based on high-order moments

DOI10.1002/ACS.4480030302MaRDI QIDQ3352945zbMATH OpenOpenAlexFDO

Authors Boaz Porat, Benjamin Friedlander

Publication date 1989

Published in International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/acs.4480030302

zbMATH Keywords

algorithmsasymptotic formulaeCramer-Rao boundcumulantshigh-order momentsMonte Carlo simulations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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Cited in

(10)

• Blind channel identification from burst data using implicit matching of HOS
• Blind identification of MISO-FIR channels
• Maximum likelihood estimation for non-minimum-phase noise transfer function with Gaussian mixture noise distribution
• Third-order cumulants based methods for continuous-time errors-in-variables model identification
• scientific article; zbMATH DE number 5927168 (Why is no real title available?)
• Efficient measurement of higher-order statistics of stochastic processes.
• Asymptotically optimal estimation of MA and ARMA parameters of non-Gaussian processes from high-order moments
• DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL(p, 0, p, 1)
• On the existence of autoregressive models for third-order cumulant matching
• scientific article; zbMATH DE number 7278911 (Why is no real title available?)

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