Identification of non-minimum phase linear stochastic systems

DOI10.1016/0005-1098(86)90050-6MaRDI QIDQ1084071zbMATH OpenOpenAlexFDO

Authors Jitendra K. Tugnait

Publication date 1986

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(86)90050-6

zbMATH Keywords

consistent estimatestime-invariantsystem zerostwo-step procedureprediction error methodleast-squares criterionnon-minimum phase non-Gaussian ARMA processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

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Cited in

(30)

• Identifiability of nonminimum phase linear stochastic systems
• Identification of non-minimum phase transfer function using higher-order spectrum
• Blind identification using the kurtosis with applications to field data
• ARMA bispectrum approach to nonminimum phase system identification
• A numerical investigation of direct and indirect closed-loop architectures for estimating nonminimum-phase zeros
• scientific article; zbMATH DE number 468886 (Why is no real title available?)
• Single sample modal identification of a nonstationary stochastic process
• Consistent parameter estimation for non-causal autoregressive models via higher-order statistics
• Order reduction of SISO nonminimum-phase stochastic systems
• Fourier series based nonminimum phase model for statistical signal processing
• scientific article; zbMATH DE number 3992719 (Why is no real title available?)
• Blind parametric identification of non-Gaussian FIR systems using higher order cumulants
• On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes
• Minimax identification of a nonlinear dynamic observation system
• The complex cepstrum of higher order cumulants and nonminimum phase system identification
• Blind identification of non-minimum phase ARMA systems
• Consistent order selection for noncausal autoregressive models via higher-order statistics
• Application of Minimum Distortion Filtering to Identification of Linear Systems Having Non-uniform Sampling Period
• On system identification for linear minimum variance prediction or control
• A new phase determination method for non-minimum phase MA systems
• Identification of non-minimum phase systems using evolutionary spectral theory
• Nonminimum phase non-Gaussian autoregressive processes.
• Higher-order spectrum factorization in one and two dimensions with applications in signal modeling and nonminimum phase system identification
• Fitting noncausal autoregressive signal plus noise models to noisy non-Gaussian linear processes
• Exact analysis for the identification of non-minimum phase processes
• Relay-Based Identification of a Class of Nonminimum Phase SISO Processes
• Identification of linear stochastic systems via second- and fourth-order cumulant matching
• MINLIP for the identification of monotone Wiener systems
• Maximum likelihood estimation for non-minimum-phase noise transfer function with Gaussian mixture noise distribution
• Identification of nonminimum phase systems using higher order statistics

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