Weborder cumulants of multidimensional data. Since the dth order cumulant can be presented in the form of an d-dimensional tensor, the algorithm is presented using tensor operations. The algorithm provided in the paper takes advantage of super-symmetry of cumulant and moment tensors. We show that the proposed algorithm WebYule-Walker type difference equations in terms of higher order cumulants for stationary multivariate linear processes. Also derived are expressions for higher order cumulant spectra of such processes, which turn out to be useful in constructing statistical tests for linearity and Gaussianity of multivariate time series. The

Root high-order cumulant MUSIC Digital Signal Processing

Web1 Nov 2024 · The polynomial rooting implementation of the high-order cumulant based multiple signal classification (MUSIC) methods are then investigated, concentrating on … Weborder cumulant-based covariance matrix for its good performance in low SNR scenario as well as root-MUSIC’s computational efficiency. In the present work, our focus is to … engine r and r

Cumulants - an overview ScienceDirect Topics

Web19 Jun 2024 · and actually, for a Gaussian, the second cumulant $\kappa_2 = \sigma^2$, which is the variance of the Gaussian. (It's the only non-zero term because all of the others contain cumulants of order 3 or higher, which are all zero for the Gaussian). Web7 Oct 2024 · Motivated by the truth that the high-order cumulant-based ( HOC) is asymptotically insensitive to Gaussian noise, which can be recognized as a promising technique for direction finding by adopting sensor array [ 8, 9, 10 ]. WebThe polynomial rooting implementation of the high-order cumulant based multiple signal classification (MUSIC) methods are then investigated, concentrating on the direction-of … dream machine am/fm digital clock radio