ADAPTIVE ALGORITHM FOR CONSISTENTMA PARAMETER ESTIMATION VIATHIRD ORDER CUMULANT

来源 :Journal of Electronics(China) | 被引量 : 0次 | 上传用户：lzwxy105

【摘要】

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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 adapt

【出处】

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Journal of Electronics(China)

【发表日期】

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1997年2期

【关键词】

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Adaptive algorithm CONSISTENT estimation MA PROCESSES THIRD order CUMULANT Adapt

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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 i

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ADAPTIVE ALGORITHM FOR CONSISTENTMA PARAMETER ESTIMATION VIATHIRD ORDER CUMULANT

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