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Identification of linear stochastic systems via second- and fourth-order cumulant matching - MaRDI portal

Identification of linear stochastic systems via second- and fourth-order cumulant matching (Q3767234)

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Identification of linear stochastic systems via second- and fourth-order cumulant matching
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    Identification of linear stochastic systems via second- and fourth-order cumulant matching (English)
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    1987
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    nonminimum phase
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    ARMA system
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    nonlinear least-squares
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    matching
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    second- and fourth-order cumulants
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    order and parameter estimation
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    time-invariant
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