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Matrix Pencil Method using Fourth Order Cumulant  

Jang Woo-Jin (GyeongSang National University)
Koh Jin-Hwan (GyeongSang National University)
Publication Information
Journal of the Institute of Electronics Engineers of Korea SP / v.43, no.2, 2006 , pp. 87-92 More about this Journal
Abstract
In array signal processing, high order statistics can be used to estimate parameters from signal of sums of complex exponential. This paper presents a high order Matrix Pencil method(MPM) using the fourth order cumulant. Since the fourth order cumulant can suppress the Gaussian noise, the response of MPM has better noise immunity than the conventional approaches. We successfully formulate the high order MPM with all the benefits of MPM along with higher accuracy. In the numerical simulations we demonstrated that the proposed method with forth order cumulant has better resolution to find degree of arrival(DOA) in the presence of the Gaussian noise.
Keywords
Cumulant; Matrix Pencil Method; DOA estimation; high order statistics;
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