TY - GEN
T1 - Charm-based estimator for non-Gaussian moving-average process
AU - Slapak, Alon
AU - Yeredor, Arie
PY - 2012
Y1 - 2012
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=84871987650&partnerID=8YFLogxK
U2 - 10.1109/EEEI.2012.6376968
DO - 10.1109/EEEI.2012.6376968
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AN - SCOPUS:84871987650
SN - 9781467346801
T3 - 2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012
BT - 2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012
T2 - 2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012
Y2 - 14 November 2012 through 17 November 2012
ER -