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Cumulant-Based Adaptive Deconvolution for Multichannel Tracking
Mingyong ZHOU Zhongkan LIU Hiromitsu HAMA
IEICE TRANSACTIONS on Information and Systems
Publication Date: 1996/03/25
Print ISSN: 0916-8532
Type of Manuscript: PAPER
Category: Algorithm and Computational Complexity
multichannel tracking, adaptive filter, cumulant, lattice algorithm,
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A cumulant-based lattice algorithm for multichannel adaptive filtering is proposed in this paper. Proposed algorithm takes into account the advantages of higer-order statistics, that is, improvement of estimation accuracy, blindness to colored Gaussian noise and the possibility to estimate the nonminimum-phase system etc. Without invoking the Instrumental Variable () method as used in other papers , , the algorithm is derived directly from the recursive pseudo-inverse matrix. The behavior of the algorithm is illustrated by numerical examples.