IEEE Transactions on Signal Processing · 1995 · 27 citations · 6 references
State EstimationNonlinear System IdentificationStatistical Signal ProcessingParameter IdentificationEngineeringFir System IdentificationGaussian ProcessHigher Order CumulantsProcess ControlSystems EngineeringNew MethodsFir SystemStochastic AnalysisEstimation TheorySystem IdentificationApproximation TheorySignal Processing
Estimation of the parameters of an FIR system driven by a white, non-Gaussian process, using only higher order cumulants of its corrupted output, is considered. New methods, which generalize existing methods and which do not impose any restriction on the additive Gaussian noise, are proposed and their performance studied.
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