Charm-based estimator for non-Gaussian moving-average process

Blind Moving-Average (MA) parameters estimation methods often resort to higher-order-statistics (HOS) in the form of high-order moments or cumulants in order to retrieve the phase of the generating system when no phase information, e.g., minimum-phase, is available. In this work, a new generic stati...

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Bibliographic Details
Main Authors: Slapak, A., Yeredor, A.
Format: Conference Proceeding
Language:English
Subjects:
Educational institutions
Equations
Estimation
Mathematical model
Noise
Parameter estimation
Vectors
Online Access:Request full text
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Summary:Blind Moving-Average (MA) parameters estimation methods often resort to higher-order-statistics (HOS) in the form of high-order moments or cumulants in order to retrieve the phase of the generating system when no phase information, e.g., minimum-phase, is available. In this work, a new generic statistic is proposed - called the characteristic mean or charm in short - a generalization of the ordinary mean vector, which nonetheless carries a special form of HOS. The charm is parameterized by a parameters-vector called processing-point, which, when properly selected, conveniently controls the trade-off between the charm's HOS information content and the variance of its sample-estimate. A blind charm-based iterative algorithm is proposed, involving data-driven selection of the processing-point. The resulting algorithm - called CHARMA - is shown to significantly outperform ordinary HOS-based algorithms.
DOI:10.1109/EEEI.2012.6376968