Cumulant based lattice structure and algorithm
Yang Fusheng · Journal of Tsinghua University(Science and Technology) · 1999
On the basis of Cumulant based Mean Square Error (CMSE) criteria, a new Cumulant based Lattice (CL) structure was proposed and some important properties associated with it were given. These properties are, in some ways, similar with those of conventional correlation based counterpart. Furthermore, this paper put forward a Cumulant based Burg (CBurg) algorithm and a fast recursive version in the case of the 3 rd order cumulant used for system identification. Simulation results show that, with trivial increasing in computational complexity, the proposed CBurg algorithm behaves rather better than the traditional Burg algorithm, in terms of unbiased results of identification, particularly in the lower SNR environment of Gaussian additive noise. Thus, the proposed CBurg algorithm can be used as an efficient tool to guarantee robust system identification for none Gaussian time series.