TY - GEN
T1 - Parametric estimation of cumulants
AU - Noam, Yair
AU - Tabrikian, Joseph
PY - 2005
Y1 - 2005
N2 - The problem of higher-order cumulants estimation is addressed in this paper. Higher-order cumulants are necessary in many applications, such as blind source separation (BSS) and blind deconvolution. In these applications, the cumulants are usually estimated using sample estimation. In this paper, a parametric method for cumulants estimation using the Gaussian mixture model (GMM) is derived. The cumulants are expressed in terms of the GMM parameters, and estimated using the maximum-likelihood estimator. The performance of the proposed model-based method was evaluated and compared to sample estimation using computer simulations. The results show that the model-based estimation outperforms the sample estimation in terms of rootmean-square error.
AB - The problem of higher-order cumulants estimation is addressed in this paper. Higher-order cumulants are necessary in many applications, such as blind source separation (BSS) and blind deconvolution. In these applications, the cumulants are usually estimated using sample estimation. In this paper, a parametric method for cumulants estimation using the Gaussian mixture model (GMM) is derived. The cumulants are expressed in terms of the GMM parameters, and estimated using the maximum-likelihood estimator. The performance of the proposed model-based method was evaluated and compared to sample estimation using computer simulations. The results show that the model-based estimation outperforms the sample estimation in terms of rootmean-square error.
UR - http://www.scopus.com/inward/record.url?scp=33646775356&partnerID=8YFLogxK
U2 - 10.1109/icassp.2005.1416006
DO - 10.1109/icassp.2005.1416006
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AN - SCOPUS:33646775356
SN - 0780388747
SN - 9780780388741
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - IV305-IV308
BT - 2005 IEEE ICASSP '05 - Proc. - Design and Implementation of Signal Proces.Syst.,Indust. Technol. Track,Machine Learning for Signal Proces. Signal Proces. Education, Spec. Sessions
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2005 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP '05
Y2 - 18 March 2005 through 23 March 2005
ER -