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FIR system identification using third- and fourth-order cumulants

A new set of equations relating the coefficients of a finite-impulse-response (FIR) system and the third- and fourth-order cumulants of the system output are derived. Based on these equations, two new methods to estimate FIR parameters are presented. Simulation results show that these methods perform better than other recently published linear methods in the additive coloured Gaussian noise case. This improvement is due to the fact that they do not make use of any correlation information and that they employ several slices of third- and fourth-order cumulants.