Statistical Analysis of Cumulant Estimation Errors with regard to an efficient Blind ARMA Identification

Authors: D. Boss, K.-D. Kammeyer
Abstract: With the problem of blind estimation of possibly mixed phase ARMA transmission channels in mind, this paper is to examine the influence of certain channel properties (pole locations) on the correlation and cumulant estimation statistics at the channel output. Moreover, the effect of the autocorrelation and cumulant estimation statistics on sophisticated least squares approaches (such as the Structured Total Least Squares scheme) to Yule-Walker based AR estimation is studied.
Document type: Conference Paper
Publication: Edinburgh, Scotland, U.K., 12. September 1994
Conference: ATHOS 94 (ATHOS = Advanced Topics in Higher Order Statistics; ESPRIT basic research working group)
Pages: 9-14
Index: 19
Paper KB
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