scholarly journals Joint Signal Parameter Estimation in Non–Gaussian Noise by the Method of Polynomial Maximization

2016 ◽  
Vol 67 (3) ◽  
pp. 217-221 ◽  
Author(s):  
Volodymyr Palahin ◽  
Jozef Juhár

Abstract This paper considers the adaptation of the method of polynomial maximization for synthesis of the polynomial algorithms of joint signal parameter estimation in non-Gaussian noise. It is shown that the nonlinear processing of samples, the moment and the cumulant description of random variables in the form of cumulant coefficients of the third and higher orders can decrease the variance of joint parameters estimation as compared with the well-known results.

2019 ◽  
Vol 68 (10) ◽  
pp. 10283-10288
Author(s):  
Junlin Zhang ◽  
Nan Zhao ◽  
Mingqian Liu ◽  
Yunfei Chen ◽  
Hao Song ◽  
...  

2012 ◽  
Vol 21 (3) ◽  
pp. 039802-1
Author(s):  
Jan Švihlík ◽  
Karel Fliegel ◽  
Jaromír Kukal ◽  
Eva Jerhotová ◽  
Petr Páta ◽  
...  

2017 ◽  
Vol 381 (4) ◽  
pp. 216-220 ◽  
Author(s):  
Xue-Lian Li ◽  
Jun-Gang Li ◽  
Yuan-Mei Wang

2020 ◽  
Vol 42 (13) ◽  
pp. 2499-2506
Author(s):  
Adnan Al-Smadi

This paper introduces a novel technique for parameter estimation of an autoregressive (AR) all-pole process under non-Gaussian noise environment using third order cumulants of the observed sequence. The proposed AR parameters estimation technique is based on formulating a particular structured matrix with entries of third order cumulants of the observed output sequence only. This matrix almost possesses a full rank structure. The observed sequence may be contaminated with additive Gaussian noise (white or colored), whose power spectral density is unknown. The system is driven by a zero-mean independent and identically distributed (i.i.d) non-Gaussian sequence. Simulation results confirm the good numerical conditioning of the algorithm and the improvement in performance with respect to well-known methods even when the observed signal is heavily contaminated with Gaussian noise.


2015 ◽  
Vol 14 (3) ◽  
pp. 87-94 ◽  
Author(s):  
Volodimir Palahin ◽  
◽  
Vitaliy Filipov ◽  
Serhii Leleko ◽  
Oleksandr Ivchenko ◽  
...  

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