Nouvelles approches ď estimation des paramètres autorégressifs variables utilisant les cumulants |
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Authors: | M’hamed Bakrim Driss Aboutajdine Mohamed Najim Elimberaza Mandridake |
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Institution: | 1. Faculté des Sciences, LEESA, BP 1014, Rabat, Maroc 2. Equipe Signal et Image, ENSERB, 351 cours de la Libération, F-33405, Talence Cedex, France
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Abstract: | In this paper, we present two new cumulant-based methods for time-varying ar parameter estimation : a batch-type evolutive method and an adaptive gradienttype algorithm. The evaluation of these techniques is performed through simulations on synthetic signals in free-noise case and when data are corrupted by an additive, zero-mean, Gaussian white noise. We compare them to their autocorrelation-based counterparts. The obtained results show, when using an appropriate criterion, the superiority of the cumulant-based evolutive method over both its autocorrelation-based counterpart and the cumulant-based gradient-type algorithm at expense of a great computational complexity. |
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