Identification of linear stochastic systems via second- and fourth-order cumulant matching (Q3767234)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of linear stochastic systems via second- and fourth-order cumulant matching |
scientific article |
Statements
Identification of linear stochastic systems via second- and fourth-order cumulant matching (English)
0 references
1987
0 references
nonminimum phase
0 references
ARMA system
0 references
nonlinear least-squares
0 references
matching
0 references
second- and fourth-order cumulants
0 references
order and parameter estimation
0 references
time-invariant
0 references