Cumulant based identification of multichannel moving-average models

DOI10.1109/9.29415MaRDI QIDQ4206678zbMATH OpenOpenAlexFDO

Authors Yujiro Inouye, Jerry M. Mendel, Georgios B. Giannakis

Publication date 1989

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.29415

zbMATH Keywords

cumulantsMA(q) process

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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