Estimation of higher-order moments via discrete orthogonal Laguerre functions
Saleh A. Alshebili · 2002
In many applications of signal processing, it is required to compute higher-order moments of a given random process. We propose a new approach for estimating the higher-order moments of a stationary random process given only finite-data records. This approach makes use of the discrete orthogonal Laguerre functions (DOLFs). Computer simulations illustrating the effectiveness of the DOLFs-based estimation methods compared to the classical estimation methods are presented.