ADAPTIVE ALGORITHM FOR CONSISTENTMA PARAMETER ESTIMATION VIATHIRD ORDER CUMULANT  

作　　者：Wang Xinwen Zhang Xianda He Zhengya(Southeast University, Nanjing 210096) 

出　　处：《Journal of Electronics(China)》1997年第2期159-164,共6页电子科学学刊（英文版）

摘　　要：This paper addresses the problem of adaptive,consistent parameter estimation for a MA model from the 3rd order cumulant of the system output. The proposed adaptive algorithm is derived by using the new linear equation system (J. K. Tugnait, 1990), which is proved to have unique solution,and hence guarantees the consistence of the MA parameters. Simulation results are provided to show the performance of the new algorithm.This paper addresses the problem of adaptive,consistent parameter estimation for a MA model from the 3rd order cumulant of the system output. The proposed adaptive algorithm is derived by using the new linear equation system (J. K. Tugnait, 1990), which is proved to have unique solution,and hence guarantees the consistence of the MA parameters. Simulation results are provided to show the performance of the new algorithm.

关 键 词：Adaptive algorithm CONSISTENT estimation MA PROCESSES THIRD order CUMULANT 

分 类 号：TN911[电子电信—通信与信息系统]