A closed-form identification of multichannel moving average processes by ESPRIT (Q1922606)
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English | 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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