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Generalized regularization in cumulant-based parameter estimation

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1 Scopus citations

Abstract

The regularization in third-order cumulant-based parameter estimation is discussed for identification of transfer functions. The SVD-based regularization algorithm to estimate the number of sinusoids in the presence of colored Gaussian noise is given on a basis of fourth-order cumulant. A new MSE-like criterion for determining the optimal multiple adjustable parameters is given to decide the number of sinusoids by comparing these parameters with the singular values of the fourth-order cumulant-based Toeplitz matrix.

Original languageEnglish
Title of host publication1992 IEEE 6th SP Workshop on Statistical Signal and Array Processing, SSAP 1992 - Conference Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages493-497
Number of pages5
ISBN (Electronic)0780305086, 9780780305083
DOIs
StatePublished - 1992
Externally publishedYes
Event6th IEEE SP Workshop on Statistical Signal and Array Processing, SSAP 1992 - Victoria, Canada
Duration: 7 Oct 19929 Oct 1992

Publication series

Name1992 IEEE 6th SP Workshop on Statistical Signal and Array Processing, SSAP 1992 - Conference Proceedings

Conference

Conference6th IEEE SP Workshop on Statistical Signal and Array Processing, SSAP 1992
Country/TerritoryCanada
CityVictoria
Period7/10/929/10/92

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