Recursive estimation of fourth-order cumulants with application to identification.
From MaRDI portal
Publication:1275136
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
Recommendations
- FIR system identification using fourth-order cumulants with application to channel equalization
- CONSISTENT ESTIMATION OF THE FOURTH-ORDER CUMULANT SPECTRAL DENSITY
- MA identification using fourth order cumulants
- Identification of linear stochastic systems via second- and fourth-order cumulant matching
- Recursive identification in continuous-time stochastic processes
- Inference for the fourth-order innovation cumulant in linear time series
- Fourth-Order Cumulant-Based Blind Identification of Underdetermined Mixtures
- The Estimation of the Fourth-Order Cumulant for Dependent Data: Consistency and Asymptotic Normality
Statistical aspects of information-theoretic topics (62B10) Non-Markovian processes: estimation (62M09)
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
This page was built for publication: Recursive estimation of fourth-order cumulants with application to identification.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1275136)