A third-order cumulant-based criterion and adaptive filtering algorithm

Gao Ying; Xie Shengli

Volume 24 Issue 9

Sep. 2002

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Article Navigation > Journal of Electronics & Information Technology > 2002 > 24(9): 1197-1121

Gao Ying, Xie Shengli. A third-order cumulant-based criterion and adaptive filtering algorithm[J]. Journal of Electronics & Information Technology, 2002, 24(9): 1197-1121.

Citation:

Gao Ying, Xie Shengli. A third-order cumulant-based criterion and adaptive filtering algorithm[J]. Journal of Electronics & Information Technology, 2002, 24(9): 1197-1121.

Gao Ying, Xie Shengli. A third-order cumulant-based criterion and adaptive filtering algorithm[J]. Journal of Electronics & Information Technology, 2002, 24(9): 1197-1121.

Citation:

Gao Ying, Xie Shengli. A third-order cumulant-based criterion and adaptive filtering algorithm[J]. Journal of Electronics & Information Technology, 2002, 24(9): 1197-1121.

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A third-order cumulant-based criterion and adaptive filtering algorithm

Gao Ying^{①②;谢胜利},
Xie Shengli

Received Date: 2000-09-01
Rev Recd Date: 2001-03-06
Publish Date: 2002-09-19

Abstract

Abstract

This paper proposes a third-order cumulant-based criterion of goodness, and gives a third-order cumulant-based gradient-type adaptive filtering algorithm by using the steepest descent method on the criterion. The algorithm is applied to identify stationary and non-stationary MA (Moving Average) model by computer simulation. Simulation results indicate that the algorithm has better convergence property as well as the tracking capability for time varying system.

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References

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