Recovering the poles from third-order cumulants of system output

DOI10.1109/9.35282zbMath0696.93067OpenAlexW2160924617MaRDI QIDQ3474577

Tugnait, Jitendra K.

Publication date: 1989

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.35282

zbMATH Keywords

noisy observationsnon-Gaussian processidentifying the poles

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Related Items (4)

Consistent order selection for noncausal autoregressive models via higher-order statistics ⋮ Consistent parameter estimation for non-causal autoregressive models via higher-order statistics ⋮ Identifiability of general ARMA processes using linear cumulant-based estimators ⋮ On closed-loop system identification using polyspectral analysis given noisy input-output time-domain data

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