ARMA modeling of fourth-order cumulants and phase estimation (Q1110484)
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scientific article; zbMATH DE number 4072851
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARMA modeling of fourth-order cumulants and phase estimation |
scientific article; zbMATH DE number 4072851 |
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ARMA modeling of fourth-order cumulants and phase estimation (English)
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1988
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A new procedure is proposed for ARMA modeling of fourth-order cumulants and trispectrum estimation of non-Gaussian stationary random processes. The new procedure is applied to the identification of nonminimum phase systems for both phase and magnitude respose estimation. It is demonstrated by means of comprehensive simulation examples that the ARMA approach exhibits improved performance over conventional trispectrum methods. ARMA model order selection criteria based on fourth-order cumulants are presented and their performance evaluated. The computational complexity of the ARMA and conventional trispectrum methods is also examined. The new procedure does not require knowledge of the non-Gaussian distribution.
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ARMA modeling
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fourth-order cumulants
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trispectrum estimation
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non- Gaussian stationary random processes
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identification of nonminimum phase systems
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computational complexity
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