ARMA bispectrum approach to nonminimum phase system identification

DOI10.1109/29.1555zbMath0649.93078OpenAlexW2093139466MaRDI QIDQ3795596

Chrysostomos L. Nikias

Publication date: 1988

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/29.1555

zbMATH Keywords

parametric modelingcausal and anticausal autoregressive moving average (ARMA) modelsmodel order selection criterionnon-Gaussian white-noise-driven linear, time-invariant, nonminimum phase FIR system

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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