Improvement of cumulant-based parameter estimation
Denis Kouamé, Jean‐Marc Girault · 2002
This paper presents a improvement of high-order cumulant-based parameter estimation using delta operator applied to the instrumental variable algorithm. It is based on a modification of the classical least squares estimation and the utilization of the delta operator and the introduction of an additional term in the parameter estimates. Computer simulation results are given to illustrate the behavior of this method.