Identification of transfer function matrix using higher-order spectra

DOI10.1007/BF03167244MaRDI QIDQ1922225zbMATH OpenFDO

Authors Masayuki Kumon

Publication date 19 January 1997

Published in Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitystrong consistencyasymptotic efficiencyinner-outer factorizationlinear processminimum phaseall-passAkaike's AIChigher-order cumulant spectral estimatesecond-order spectral estimateidentification of a parametric transfer function matrixIIC criterionstable transfer function matrixvector-valued stationary time series

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Recommendations

• Identification of non-minimum phase transfer function using higher-order spectrum
• TRANSFER FUNCTION ESTIMATION
• Best conditioned parametric identification of transfer function models in the frequency domain
• scientific article; zbMATH DE number 4020269
• scientific article; zbMATH DE number 4110607

Cites work

• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• scientific article; zbMATH DE number 3797060 (Why is no real title available?)
• scientific article; zbMATH DE number 3253529 (Why is no real title available?)
• scientific article; zbMATH DE number 3253530 (Why is no real title available?)
• scientific article; zbMATH DE number 3319844 (Why is no real title available?)
• A new look at the statistical model identification
• Asymptotic properties of minimization estimators for time series parameters
• Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes
• Identification of non-minimum phase transfer function using higher-order spectrum
• Limiting behavior of functionals of higher-order sample cumulant spectra
• Linear processes and bispectra

Cited in

(5)

• scientific article; zbMATH DE number 4020269 (Why is no real title available?)
• Statistical inference using higher-order information
• Identification of non-minimum phase transfer function using higher-order spectrum
• On the identification of certain rational transfer functions from truncated autocovariance sequences
• Studies of information quantities and information geometry of higher order cumulant spaces

This page was built for publication: Identification of transfer function matrix using higher-order spectra

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1922225)