On the identifiability of non-Gaussian ARMA models using cumulants

DOI10.1109/9.45139zbMath0709.93080OpenAlexW2076183648MaRDI QIDQ3494862

Georgios B. Giannakis

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1109/9.45139

zbMATH Keywords

ARMA modelsnonminimum phaseadditive colored Gaussian noiseoutput cumulantsunobservable non-Gaussian i.i.d. noise

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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