Cumulant based identification of multichannel moving-average models

DOI10.1109/9.29415zbMath0687.93073OpenAlexW1968423957MaRDI QIDQ4206678

Jerry M. Mendel, Yujiro Inouye, Georgios B. Giannakis

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1109/9.29415

zbMATH Keywords

cumulantsMA(q) process

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Related Items (5)

Cumulant-based parametric multichannel FIR system identification methods ⋮ A closed-form identification of multichannel moving average processes by ESPRIT ⋮ Closed-loop subspace-based identification algorithm using third-order cumulants ⋮ Identification of linear systems using input-output cumulants ⋮ A comprehensive approach to DOA estimation using higher-order statistics

This page was built for publication: Cumulant based identification of multichannel moving-average models