Recursive estimation of fourth-order cumulants with application to identification.

DOI10.1016/S0165-1684(98)00068-1zbMATH Open1053.62551OpenAlexW2062578139WikidataQ127614293 ScholiaQ127614293MaRDI QIDQ1275136FDOQ1275136

Authors Doulaye Dembélé, Gérard Favier 

Publication date 12 January 1999

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1684(98)00068-1

zbMATH Keywords

Parameter estimationCumulant estimationFIR modelHigh order statistics

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Non-Markovian processes: estimation (62M09)

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Cited In (6)

• Time and lag recursive computation of cumulants from a state-space model
• Inference for the fourth-order innovation cumulant in linear time series
• Sequential estimation of Spearman rank correlation using Hermite series estimators
• FIR system identification using fourth-order cumulants with application to channel equalization
• Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights
• A numerically robust blind equalization scheme applied to MIMO communication systems

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