A least-squares-based algorithm for identification of non-Gaussian ARMA models

DOI10.1007/S00034-006-0404-2MaRDI QIDQ2465521zbMATH OpenOpenAlexFDO

Authors Adnan M. Al-Smadi

Publication date 4 January 2008

Published in Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00034-006-0404-2

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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(19)

• Identifiability of general ARMA processes using linear cumulant-based estimators
• Third-order cumulant RLS algorithm for nonminimum ARMA systems identification
• Recursive estimation algorithm using HNL moments for AR and ARMA processes under the noise environment
• HOS-based orthogonal subspace algorithm for causal ARMA system identification.
• Least squares estimation for a class of non-uniformly sampled systems based on the hierarchical identification principle
• Recursive parameter estimation algorithms and convergence for a class of nonlinear systems with colored noise
• Identification and estimation of non-Gaussian ARMA processes
• LD/sup 2/-ARMA identification algorithm
• Least-squares identification for ARMAX models without the positive real condition
• On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes
• On the identifiability of non-Gaussian ARMA models using cumulants
• Automatic identification of ARMA systems
• Identification of linear modulated FM signal via a new recursive modified response error method (REM)
• A hybrid approach to harmonic retrieval in non-Gaussian ARMA noise
• Adaptive fuzzy control of nonlinear in parameters uncertain chaotic systems using improved speed gradient method
• Suboptimal identification of nonlinear ARMA models using an orthogonality approach
• Huberian function applied to neurodegenerative disorder gait rhythm
• An efficient approach for computing non-Gaussian ARMA model coefficients using Pisarenko's method
• A robust ARMA system identification based on the vector method

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