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| A third-order cumulant-based criterion and adaptive filtering algorithm |
| Gao Ying①②; Xie Shengli① |
| ①Dept. of Electron; and Comm. Eng., South China Univ. of Tech., Guangzhou 510641 China;②Dept. of Computer Science., Guangzhou University Guangzhou 510405 China |
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Abstract This paper proposes a third-order cumulant-based "criterion of goodness", and gives a third-order cumulant-based gradient-type adaptive filtering algorithm by using the steepest descent method on the criterion. The algorithm is applied to identify stationary and non-stationary MA (Moving Average) model by computer simulation. Simulation results indicate that the algorithm has better convergence property as well as the tracking capability for time varying system.
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Received: 01 September 2000
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2002, Vol. 24 
