Strong convergence rate of mixed cumulant estimators for sinusoidal signals

Hongwei Li, Baozong Yuan · 2002

We consider the strong convergence of single record mixed cumulant estimators for sinusoidal signals. The strong convergence rate of a second-order mixed cumulant estimator is obtained. For a fourth-order mixed cumulant estimator, the strong convergence rate is established under the fourth-order ergodicity conditions. These results are helpful in evaluating the performance of algorithms for harmonic-parameter estimation based on higher-order statistics.

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