Spectral Density for Third Order Cumulants under Strong Mixing Conditions

Convergence to Lévy Stable Processes under Strong Mixing Conditions

For a strictly stationary sequence of random vectors in R we study convergence of partial sums processes to Lévy stable process in the Skorohod space with J1-topology. We identify necessary and sufficient conditions for such convergence and provide sufficient conditions when the stationary sequence is strongly mixing.

Robust Blind Beamforming Technique Based on Third-Order Cumulants

The goal of blind beamforming is to recover source signals only from the output of array without any a priori information about the array manifold. For the separation of independent sources, Cardoso and Souloumiac proposed an effectively blind beamforming method (JADE) using fourth-order cumulant. However, the high computation complexity of this method limits its applicability in many practical...

A VLSI Systolic Array Architecture for Computation of Third-Order Cumulants for Two-Dimensional Signals

Statistical Analysis of a Third-Order Cumulants Based Algorithm for Discrete-Time Errors-In-Variables Identification

This paper deals with identification of dynamic discrete-time errors-in-variables systems. The statistical accuracy of a least squares estimator based on third-order cumulants is analyzed. In particular, the asymptotic covariance matrix of the estimated parameters is derived. The results are supported by numerical simulation studies.

Third-order cumulants based methods for continuous-time errors-in-variables model identification

In this paper, the problem of identifying stochastic linear continuous-time systems from noisy input/output data is addressed. The input of the system is assumed to have a skewed probability density function, whereas the noises contaminating the data are assumed to be symmetrically distributed. The third-order cumulants of the input/output data are then (asymptotically) insensitive to the noise...