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Charm-based estimator for non-Gaussian moving-average process

机译:非高斯移动平均过程的基于魅力的估计器

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Blind Moving-Average (MA) parameters estimation methods often resort to higher-order-statistics (HOS) in the form of high-order moments or cumulants in order to retrieve the phase of the generating system when no phase information, e.g., minimum-phase, is available. In this work, a new generic statistic is proposed — called the characteristic mean or charm in short — a generalization of the ordinary mean vector, which nonetheless carries a special form of HOS. The charm is parameterized by a parameters-vector called processing-point, which, when properly selected, conveniently controls the trade-off between the charm's HOS information content and the variance of its sample-estimate. A blind charm-based iterative algorithm is proposed, involving data-driven selection of the processing-point. The resulting algorithm — called CHARMA — is shown to significantly outperform ordinary HOS-based algorithms.
机译:盲移动平均(MA)参数估计方法通常会以高阶矩或累积量的形式求助于高阶统计量(HOS),以便在没有相位信息(例如最小频率)时检索发电系统的相位。相,可用。在这项工作中,提出了一种新的通用统计量-简称特征均值或魅力-对普通均值向量的泛化,但该均值向量带有一种特殊形式的HOS。超级按钮由称为处理点的参数矢量进行参数化,该参数向量经过适当选择后,可以方便地控制超级按钮的HOS信息内容与其样本估计的方差之间的折衷。提出了一种基于盲符的迭代算法,该算法涉及数据驱动的处理点选择。结果表明,称为CHARMA的算法明显优于普通的基于HOS的算法。

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