Order recursive parametric bispectrum estimation
International Conference on Acoustics, Speech, and Signal Processing, Apr 14, 1991
Abstract Order-recursive computation of autoregressive (AR) parameters from cumulants is addresse... more Abstract Order-recursive computation of autoregressive (AR) parameters from cumulants is addressed. If the cumulant matrix is neither Toeplitz nor symmetric, it is shown that using the Frolenius-Schur block matrix inversion formula the inverse of the p-dimensional cumulant matrix can be updated from the (p-1)-dimensional inverse with O (p 2) operations. When compared to batch mode computation, the proposed algorithm reduces the computational requirement for order-recursive calculation of the AR parameters. When the cumulant ...
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Papers by Arnab Shaw