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This paper addresses the problem of adaptive, consistent parameter estimation for a MA model from the 3rd order cumulant of the system output. The proposed adaptive algorithm is derived by using the new linear equation system (J. K. Tugnait, 1990), which is proved to have unique solution, and hence guarantees the consistence of the MA parameters. Simulation results are provided to show the performance of the new algorithm.

This paper addresses the harmonic retrieval problem in non-Gaussian ARMA noise. A hybrid ESPRIT approach using second- and third-order statistics is proposed. First, thir-oder statistics are used to identify the AR part of the non-Gaussian noise process, then the noisy measurements are filtered by AR polynomial, finally, the harmonic signal parameters are estimated. Simulation examples show the effectiveness and high resolution of the new approach.