This habilitation thesis has to primary goals. First, the often mentioned prejudice against higher order statistics, that a great number of data is necessary for accurate parameter estimation, should be proven. In fact, we show by theoretical analysis of different applications for higher order statistics that this prejudice is not true in general. The main conclusion is that the use of higher order statistics has to be proven case-by-case. The second goal is to present a new concept - so-called modulated cumulants - for identification of linear time invariant system. We show by simulations that these concept leads to very accurate estimates compared to known methods.
| Identifer | oai:union.ndltd.org:DUETT/oai:DUETT:duett-09112001-100827 |
| Date | 11 September 2001 |
| Creators | Kaiser, Thomas; Dr.-Ing. |
| Contributors | Prof. Dr.-Ing. Heinz Luck |
| Publisher | Gerhard-Mercator-Universitaet Duisburg |
| Source Sets | Dissertations and other Documents of the Gerhard-Mercator-University Duisburg |
| Language | German |
| Detected Language | English |
| Type | text |
| Format | text/html, application/pdf |
| Source | http://www.ub.uni-duisburg.de/ETD-db/theses/available/duett-09112001-100827/ |
| Rights | unrestricted, I hereby certify that, if appropriate, I have obtained and attached hereto a written permission statement from the owner(s) of each third party copyrighted matter to be included in my thesis, dissertation, or project report, allowing distribution as specified below. I certify that the version I submitted is the same as that approved by my advisory committee. Hiermit erteile ich der Universitaet Duisburg das nicht-ausschliessliche Recht unter den unten angegebenen Bedingungen, meine Dissertation, Staatsexamens- oder Diplomarbeit, meinen Forschungs- oder Projektbericht zu veroeffentlichen und zu archivieren. Ich behalte das Urheberrecht und das Recht das Dokument zu veroeffentlichen und in anderen Arbeiten weiterzuverwenden. |
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