Identifiability of general ARMA processes using linear cumulant-based estimators

DOI10.1016/0005-1098(92)90036-FzbMath0765.93075MaRDI QIDQ1194945

Ananthram Swami, Georgios B. Giannakis

Publication date: 13 October 1992

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

cumulantsadditive colored Gaussian noisenon-Gaussian ARMA processes

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Cites Work

• Unnamed Item
• Consistent order selection for noncausal autoregressive models via higher-order statistics
• Recovering the poles from third-order cumulants of system output
• On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes
• On the identifiability of non-Gaussian ARMA models using cumulants
• Fitting noncausal autoregressive signal plus noise models to noisy non-Gaussian linear processes
• A unifying maximum-likelihood view of cumulant and polyspectral measures for non-Gaussian signal classification and estimation
• Higher-order spectrum estimation via noncausal autoregressive modeling and deconvolution
• ESTIMATION OF COEFFICIENTS OF AN AUTOREGRESSIVE PROCESS BY USING A HIGHER ORDER MOMENT

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