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)

Full work available at URL https://doi.org/10.1007/BF03167244

zbMATH Keywords

Akaike's AICall-passasymptotic efficiencyasymptotic normalityhigher-order cumulant spectral estimateidentification of a parametric transfer function matrixIIC criterioninner-outer factorizationlinear processminimum phasesecond-order spectral estimatestable transfer function matrixstrong consistencyvector-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)

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Cites work

• 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
• 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?)
• 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

(6)

• Identification of non-minimum phase transfer function using higher-order spectrum
• Statistical inference using higher-order information
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• On the identification of certain rational transfer functions from truncated autocovariance sequences
• Information geometry of system spaces
• Studies of information quantities and information geometry of higher order cumulant spaces

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