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1999 | Buch

Blind Estimation Using Higher-Order Statistics

herausgegeben von: Asoke Kumar Nandi

Verlag: Springer US

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Über dieses Buch

In the signal-processing research community, a great deal of progress in higher-order statistics (HOS) began in the mid-1980s. These last fifteen years have witnessed a large number of theoretical developments as well as real applications. Blind Estimation Using Higher-Order Statistics focuses on the blind estimation area and records some of the major developments in this field.
Blind Estimation Using Higher-Order Statistics is a welcome addition to the few books on the subject of HOS and is the first major publication devoted to covering blind estimation using HOS. The book provides the reader with an introduction to HOS and goes on to illustrate its use in blind signal equalisation (which has many applications including (mobile) communications), blind system identification, and blind sources separation (a generic problem in signal processing with many applications including radar, sonar and communications). There is also a chapter devoted to robust cumulant estimation, an important problem where HOS results have been encouraging.
Blind Estimation Using Higher-Order Statistics is an invaluable reference for researchers, professionals and graduate students working in signal processing and related areas.

Inhaltsverzeichnis

Frontmatter
1. Higher-Order and Cyclostationary Statistics
Abstract
Until the mid-1980’s, signal processing — signal analysis, system identification, signal estimation problems, etc. — was primarily based on second-order statistical information. Autocorrelations and cross-correlations are examples of second-order statistics (SOS). The power spectrum which is widely used and contains useful information is again based on the second-order statistics in that the power spectrum is the one-dimensional Fourier transform of the autocorrelation function. As Gaussian processes exist and a Gaussian probability density function (pdf) is completely characterised by its first two moments, the analysis of linear systems and signals has so far been quite effective in many circumstances. It has nevertheless been limited by the assumptions of Gaussianity, minimum phase systems, linear systems, etc.
A. McCormick, A. K. Nandi
2. Blind Signal Equalisation
Abstract
The objective of equalisation is to design a system that optimally removes the distortion that an unknown channel induces on the transmitted signal. This is in effect inverse system modelling, an architecture that is well-known in adaptive filtering theory. The cascade of channel and equaliser should constitute an identity operation, with the exception of a time delay and linear phase shift being allowed.
S. N. Anfinsen, F. Herrmann, A. K. Nandi
3. Blind System Identification
Abstract
In this chapter a comparison of blind system identification methods for linear time-invariant (LTI) systems using HOS is presented [37]. These methods [35] use only the system output data to identify the system model under the assumption that the system is driven by an independent and identically distributed (i.i.d.) non-Gaussian sequence that is unobservable.
J. K. Richardson, A. K. Nandi
4. Blind Source Separation
Abstract
A myriad of applications require the extraction of a set of signals which are not directly accessible. Instead, this extraction must be carried out from another set of measurements which were generated as mixtures of the initial set. Since usually neither the original signals — called sources — nor the mixing transformation are known, this is certainly a challenging problem of multichannel blind estimation. One of the most typical examples is the socalled “ cocktail party” problem. In this situation, any person attending the party can hear the speech of the speaker they want to listen to, together with surrounding sounds coming from other ’ competing’ speakers, music, background noises, etc. Everybody has experienced how the human brain is able to separate all these incoming sound signals and to ’ switch’ to the desired one. Similar results can be achieved by adequately processing the output signals of an array of microphones, as long as the signals to be extracted fulfil certain conditions [62, 63] . Wireless communications is another usual application field of signal separation techniques. In a CDMA (Code Division Multiple Access) environment several users share the same radio channel by transmitting their signal after modifying it according to an appropriate code. Traditionally, the extraction of the desired signal at the receiving end requires the knowledge of the corresponding code.
V. Zarzoso, A. K. Nandi
5. Robust Cumulant Estimation
Abstract
One of the problems in the application of higher-order statistics (HOS) is that of the estimation of cumulants. The higher the order the larger tends to be the variance in the estimated cumulants and this problem is also enhanced by the limited number of samples used in applications. Naturally, the accuracy of the methods based on higher—order statistics depend on, among other things, the consistency of the estimates of the cumulants. Some aspects of HOS estimators [2, 15] are not followed up here.
D. Mämpel, A. K. Nandi
Epilogue
Abstract
In the signal processing research community, a great deal of developments in higher-order statistics began in the mid-1980’s. These last fifteen years have witnessed a large number of theoretical developments as well as real applications. The goal in producing this book has been to focus on the blind estimation area and to record some of these developments in this field.
Asoke Kumar Nandi
Backmatter
Metadaten
Titel
Blind Estimation Using Higher-Order Statistics
herausgegeben von
Asoke Kumar Nandi
Copyright-Jahr
1999
Verlag
Springer US
Electronic ISBN
978-1-4757-2985-6
Print ISBN
978-1-4419-5078-9
DOI
https://doi.org/10.1007/978-1-4757-2985-6