Identification of linear stochastic systems via second- and fourth-order cumulant matching
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Publication:3767234
DOI10.1109/TIT.1987.1057308zbMath0629.93070OpenAlexW2039640067MaRDI QIDQ3767234
Publication date: 1987
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.1987.1057308
matchingnonminimum phasetime-invariantnonlinear least-squaresorder and parameter estimationARMA systemsecond- and fourth-order cumulants
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Signal detection using third-order moments ⋮ Consistent order selection for noncausal autoregressive models via higher-order statistics ⋮ Consistent parameter estimation for non-causal autoregressive models via higher-order statistics ⋮ Blind channel estimation and deconvolution in colored noise using higher-order cumulants ⋮ Identification of mixed-phase systems from frequency slices of the bispectrum ⋮ Blind parametric identification of non-Gaussian FIR systems using higher order cumulants ⋮ Blind channel identification from burst data using implicit matching of HOS
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