Abstract
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.
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Xinwen, W., Xianda, Z. & Zhengya, H. Adaptive algorithm for consistent MA parameter estimation via third order cumulant. J. of Electron.(China) 14, 159–164 (1997). https://doi.org/10.1007/s11767-997-1009-1
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DOI: https://doi.org/10.1007/s11767-997-1009-1