Delta high order cumulant-based recursive instrumental variable algorithm

This letter presents a new recursive high order cumulant-based instrumental variable algorithm. It is based on a modification of the classical least s quares estimation and the utilization of the delta operator. The algorithm provides an expression of autoregressive (AR) parameters estimation, in whi ch an additional term appears. This results in an improvement of the conver gence of the classical q operator algorithm. Computer simulation results ar e given to illustrate the behavior of this method.