Delta High Order Cumulant-based Recursive Instrumental Variable Algorithm

Denis Kouamé (1, 2) , Jean-Marc Girault (1) , Valérie Labat (1) , Abdeldjalil Ouahabi (1)

1 LUSSI - Laboratoire Ultrasons Signaux et Instrumentation
2 IRIT-TCI - Traitement et Compréhension d’Images

This letter presents a new recursive high order cumulant-based instrumental variable algorithm. It is based on a modification of the classical least squares estimation and the utilization of the delta operator. The algorithm provides an expression of autoregressive (AR) parameters estimation, in which an additional term appears. This results in an improvement of the convergence of the classical q operator algorithm. Computer simulation results are given to illustrate the behavior of this method.

Mots clés: Instruments; Parameter estimation; Least squares approximation; Convergence; Statistics; Colored noise; Additive noise; Fluctuations; Recursive estimation; Computer simulation

Domaines: Traitement du signal et de l'image [eess.SP]

Denis Kouamé, Jean-Marc Girault, Valérie Labat, Abdeldjalil Ouahabi. Delta High Order Cumulant-based Recursive Instrumental Variable Algorithm. IEEE Signal Processing Letters, 2000, 7 (9), pp.262--265. ⟨10.1109/97.863152⟩. ⟨hal-03153358⟩