Harmonic retrieval using cumulant-based estimator for ARMA systems
Resource
Information, Communications and Signal Processing, 2003 and the Fourth Pacific Rim Conference on Multimedia. Proceedings of the 2003 Joint Conference of the Fourth International Conference on
Journal
Information, Communications and Signal Processing, 2003 and the Fourth Pacific Rim Conference on Multimedia. Proceedings of the 2003 Joint Conference of the Fourth International Conference on
Pages
-
Date Issued
2003-12
Date
2003-12
Author(s)
Shing, Tenqchen
Shu, Ying-Haw
Sun, Ming-Chang
Feng, Wu-Shiung
DOI
N/A
Abstract
In this paper, we propose a cumulant-based estimator for ARMA systems. The polyspectra, cumulants, and various other related statistics, such as bicepstra and bicoherence are all used to develop cumulant-based algorithms for estimating the parameters of linear (e.g. ARMA) or nonlinear processes. The use of cumulant-based estimator is useful: (1) if the additive noise is Gaussian and the signal is non-Gaussian, (2) the linear system is non-nunimum phase (that is, mixed-phase), or (3) the process is nonlinear. The singular value plot shows several significant singular values corresponding to one quadratically coupled triplet; as in the case of the power spectrum (harmonics in noise), overestimating the number of harmonies usually leads to better results.
Type
journal article
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