Identification of non-minimum phase linear stochastic systems

DOI10.1016/0005-1098(86)90050-6zbMath0604.93065OpenAlexW2180370766MaRDI QIDQ1084071

Tugnait, Jitendra K.

Publication date: 1986

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(86)90050-6

zbMATH Keywords

consistent estimatesprediction error methodtime-invariantsystem zerostwo-step procedureleast-squares criterionnon-minimum phase non-Gaussian ARMA processes

Mathematics Subject Classification ID

Related Items (6)

Consistent order selection for noncausal autoregressive models via higher-order statistics ⋮ Consistent parameter estimation for non-causal autoregressive models via higher-order statistics ⋮ On system identification for linear minimum variance prediction or control ⋮ Identification of non-minimum phase transfer function using higher-order spectrum ⋮ Blind parametric identification of non-Gaussian FIR systems using higher order cumulants ⋮ Maximum likelihood estimation for non-minimum-phase noise transfer function with Gaussian mixture noise distribution

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