Linear prediction based on higher-order statistics by a new criterion

[[abstract]]This criterion requires only partial Mth-order cumulants CM,e(0,k1, k1, . . ., kM/2-1, k M /2-1) of the prediction error e(k ) where M is even. Theoretically, it is shown that the proposed filter associated with a stationary process x(k ) is the same as the conventional correlation based (minimum-phase) LPE filter associated with the nonGaussian signal y(k) (noise-free). Simulation results show that when y(k) is an autoregressive process of known order, the proposed filter works well[[fileno]]2030157030077[[department]]電機工程學