Third-order cumulant RLS algorithm for nonminimum ARMA systems identification

DOI10.1016/S0165-1684(97)00089-3zbMath0998.93514OpenAlexW2041926876MaRDI QIDQ1391030

Hong-Zhou Tan, Gou Fei, Tommy W. S. Chow

Publication date: 22 July 1998

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(97)00089-3

zbMATH Keywords

identificationconsistencycost functionthird-order cumulantnonminimum phaseconvergencythird-order cross cumulant

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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