Cumulants and genetic algorithm for parameters estimation of noncausal AR models

Abstract

This paper introduces a new method to estimating the parameters of a noncausal AR model. This method is based on a new formulation that relates the unknown AR parameters to both second- and higher- order cumulants. A genetic algorithm has been used in this paper to solve for the unknown AR parameters by minimizing a nonlinear cost function that is defined in terms of model's output cumulants