A closed-form identification of multichannel moving average processes by ESPRIT

DOI10.1007/BF01182591zbMath0856.93100MaRDI QIDQ1922606

Lang Tong, Ruey-wen Liu

Publication date: 25 February 1997

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

identificationmoving average processidentifiabilitynonminimum phasecumulant-based identification

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Matrix computations.
• Time and lag recursive computation of cumulants from a state-space model
• On the identifiability of non-Gaussian ARMA models using cumulants
• Indeterminacy and identifiability of blind identification
• A finite-step global convergence algorithm for the parameter estimation of multichannel MA processes
• Cumulant based identification of multichannel moving-average models
• Waveform-preserving blind estimation of multiple independent sources
• Statistical analysis of effective singular values in matrix rank determination

This page was built for publication: A closed-form identification of multichannel moving average processes by ESPRIT