Overdetermined C(q, k) formula usingthird and fourth order cumulants
Yindong Xiao, Maha Shadaydeh, Yukihiro Tadokoro · Electronics Letters · 1996
A new overdetermined C(q, k) formula using both third and fourth order cumulants is proposed for FIR system identification. This closed form formula is based on a scaled combination of two C(q, k) formulas using third and fourth order cumulants, respectively. It has a very simple form, and can offer good estimation performance that is comparable to those of other cumulant-based system identification techniques developed in the literature. Extensive simulations reveal its marked performance in coloured additive noise environments.