Adaptive identification using higher-order statistics

Mei Qing, Min Wang, Jinhui Lu, Shi Xiangquan · 2002

Higher-order statistics are applied to adaptive identification. The 3rd-order cumulant algorithm and its improvement is developed for adaptive identification of a linear system, and the 4th-order cumulant algorithm is also developed. In the simulation, the new algorithm is compared with the traditional RLS algorithm, and the performance of the improved algorithm is studied.

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