Blind Identification of Multi-Channel ARMA Models Based on Second-Order Statistics

DOI10.1109/TSP.2012.2196698MaRDI QIDQ4573955zbMATH OpenOpenAlexFDO

Authors Chengpu Yu, Cichen Zhang, Lihua Xie

Publication date 18 July 2018

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

Full work available at URL https://doi.org/10.1109/tsp.2012.2196698

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Channel models (including quantum) in information and communication theory (94A40)

Cited in

(4)

• Blind multivariable ARMA subspace identification
• Blind system identification using precise and quantized observations
• Blind identification of non-minimum phase ARMA systems
• Blind identification of noncausal AR models based on higher-order statistics

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