Multiplicative noise models: parameter estimation using cumulants

  • Ananthram Swami
  • Published 1990 in
    Fifth ASSP Workshop on Spectrum Estimation and…

Abstract

Develops algorithms based on higher-order moments and cumulants to estimate the parameters of a linear or harmonic process which is corrupted by multiplicative noise. The observations may be further corrupted by additive colored Gaussian noise. It is shown that parameter estimation is fairly easy when the multiplicative noise is i.i.d. and has nonzero mean… (More)
DOI: 10.1016/0165-1684(94)90033-7

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