A closed-form identification of multichannel moving average processes by ESPRIT (Q1922606): Difference between revisions

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A closed-form identification of multichannel moving average processes by ESPRIT
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    A closed-form identification of multichannel moving average processes by ESPRIT (English)
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    25 February 1997
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    The authors present a closed-form identification of a possibly nonminimum phase multichannel moving average (MA) process by exploiting the eigenstructure of the output cumulant matrices. They present cumulant-based identification (CBI) equations of arbitrary order without using Kronecker products, the results of identifiability, and a closed-form identification. Moreover, they outline an identification algorithm, discuss certain implementation issues, and present a computer simulation.
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    moving average process
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    identification
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    nonminimum phase
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    cumulant-based identification
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    identifiability
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