ARMA bispectrum approach to nonminimum phase system identification

DOI10.1109/29.1555MaRDI QIDQ3795596zbMATH OpenOpenAlexFDO

Authors 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

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

Mathematics Subject Classification ID

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

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(16)

• Identification of non-minimum phase linear stochastic systems
• ARMA modeling of fourth-order cumulants and phase estimation
• Identification of mixed-phase systems from frequency slices of the bispectrum
• The relationship between AR-modelling bispectral estimation and the theory of linear prediction
• A new phase determination method for non-minimum phase MA systems
• Identification of non-minimum phase systems using evolutionary spectral theory
• Blind identification using the kurtosis with applications to field data
• Blind system identification using second, third and fourth order cumulants
• Consistent parameter estimation for non-causal autoregressive models via higher-order statistics
• The complex cepstrum of higher order cumulants and nonminimum phase system identification
• Identification of nonminimum phase systems using higher order statistics
• Blind parametric identification of non-Gaussian FIR systems using higher order cumulants
• Ma system identification using higher order cumulants application to modelling solar radiation
• Blind identification of non-minimum phase ARMA systems
• scientific article; zbMATH DE number 4189617 (Why is no real title available?)
• A block-data recursive-in-order method based on reflection coefficients for bispectrum estimation using AR-modeling

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