Parametric cumulant based phase estimation of 1-D and 2-D nonminimum phase systems by allpass filtering

DOI10.1109/78.599944zbMath0883.93058OpenAlexW2135188556MaRDI QIDQ4361204

Huang-Lin Yang, Chong-Yung Chi, Horng-Ming Chien

Publication date: 26 October 1997

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b0cc0526687bdcca5f1cdbb6aa8c6996749b8126

zbMATH Keywords

ARMA model1-D and 2-D systemsFourier series-based modelparametric allpass modelsparametric cumulant-based phase-estimation method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (5)

Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes ⋮ Model identification for infinite variance autoregressive processes ⋮ Maximum likelihood estimation for all-pass time series models ⋮ Rank-based estimation for all-pass time series models ⋮ Least absolute deviation estimation for general autoregressive moving average time-series models

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