
doi: 10.1109/97.863152
This letter presents a new recursive high order cumulant-based instrumental variable algorithm. It is based on a modification of the classical least squares estimation and the utilization of the delta operator. The algorithm provides an expression of autoregressive (AR) parameters estimation, in which an additional term appears. This results in an improvement of the convergence of the classical q operator algorithm. Computer simulation results are given to illustrate the behavior of this method.
Recursive estimation, 330, [INFO.INFO-TS] Computer Science [cs]/Signal and Image Processing, Statistics, Computer simulation, Colored noise, 004, Least squares approximation, [INFO.INFO-TS]Computer Science [cs]/Signal and Image Processing, Additive noise, Parameter estimation, Fluctuations, Convergence, Instruments
Recursive estimation, 330, [INFO.INFO-TS] Computer Science [cs]/Signal and Image Processing, Statistics, Computer simulation, Colored noise, 004, Least squares approximation, [INFO.INFO-TS]Computer Science [cs]/Signal and Image Processing, Additive noise, Parameter estimation, Fluctuations, Convergence, Instruments
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