Fourth Order Cumulant based Frequency Estimation

V. Anant (USA)


Frequency estimation, lattice filter, cumulants


A fourth order cumulant based algorithm using a lattice predictor is reviewed in this paper. Minimizing the cost function gives a nonlinear gradient equation. Relationships among the coefficients are established and a closed-form solution of the reflection coefficient is given. Some properties of the reflection coefficient are then discussed. The estimate of the reflection coefficient obtained from the algorithm is then compared to the estimate of the Burg algorithm.

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