Order recursive parametric bispectrum estimation

Order-recursive computation of autoregressive (AR) parameters from cumulants is addressed. If the cumulant matrix is neither Toeplitz nor symmetric, it is shown that using the Frolenius-Schur block matrix inversion formula the inverse of the p-dimensional cumulant matrix can be updated from the (p-1)-dimensional inverse with O(p/sup 2/) operations. When compared to batch mode computation, the proposed algorithm reduces the computational requirement for order-recursive calculation of the AR parameters. When the cumulant matrix is also nonsymmetric Toeplitz, further reduction in computation is obtained using Trench's algorithm.<<ETX>>