Identification of non-minimum phase transfer function using higher-order spectrum (Q1206651)
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scientific article; zbMATH DE number 150313
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of non-minimum phase transfer function using higher-order spectrum |
scientific article; zbMATH DE number 150313 |
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Identification of non-minimum phase transfer function using higher-order spectrum (English)
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1 April 1993
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all-pass
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cumulant spectrum
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inner function
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non-Gaussian
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outer function
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stationary time series
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identification of parametric non- minimum phase transfer function
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inner outer factorization of stable transfer functions
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second-order spectral estimate
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linear process
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higher-order cumulant spectral estimate
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asymptotic efficiency
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Akaike's AIC
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