LI Hong-wei, YUAN Bao-zong. Closed-Form Recursive Estimation for Parameters of Almost Periodic MA Signal[J]. Acta Electronica Sinica, 2000, 28(10): 124-126.
DOI:
LI Hong-wei, YUAN Bao-zong. Closed-Form Recursive Estimation for Parameters of Almost Periodic MA Signal[J]. Acta Electronica Sinica, 2000, 28(10): 124-126.DOI:
Closed-Form Recursive Estimation for Parameters of Almost Periodic MA Signal
This paper deals with the closed-form recursive estimation for parameters of almost periodic moving average (APMA) signal using higher order cyclic-statistics.Two groups of representation formulas relating the coefficients of APMA signal and odd order time-varying cumulants are established
from which two direct algorithms are presented for estimating parameters of APMA signal.As a consequence
the closed-form recursive formulas of APMA coefficients are derived.Simulations are given to illustrate the performance of the presented methods.