A closed-form identification of multichannel moving average processes by ESPRIT (Q1922606)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A closed-form identification of multichannel moving average processes by ESPRIT |
scientific article; zbMATH DE number 922530
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-form identification of multichannel moving average processes by ESPRIT |
scientific article; zbMATH DE number 922530 |
Statements
A closed-form identification of multichannel moving average processes by ESPRIT (English)
0 references
25 February 1997
0 references
The authors present a closed-form identification of a possibly nonminimum phase multichannel moving average (MA) process by exploiting the eigenstructure of the output cumulant matrices. They present cumulant-based identification (CBI) equations of arbitrary order without using Kronecker products, the results of identifiability, and a closed-form identification. Moreover, they outline an identification algorithm, discuss certain implementation issues, and present a computer simulation.
0 references
moving average process
0 references
identification
0 references
nonminimum phase
0 references
cumulant-based identification
0 references
identifiability
0 references
0 references
