Linear modeling of multidimensional non-Gaussian processes using cumulants

DOI10.1007/BF01812204MaRDI QIDQ2640542zbMATH OpenFDO

Authors Ananthram Swami, Georgios B. Giannakis, Jerry M. Mendel

Publication date 1990

Published in Multidimensional Systems and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01812204

zbMATH Keywords

ARMA modelcumulantsnon-Gaussian random fieldspolyspectrasecond-order correlations

Mathematics Subject Classification ID

Pattern recognition, speech recognition (68T10) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Recommendations

• On the identifiability of non-Gaussian ARMA models using cumulants
• On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes
• Higher-order statistics based blind estimation of non-Gaussian bidimensional moving average models
• A unifying maximum-likelihood view of cumulant and polyspectral measures for non-Gaussian signal classification and estimation
• Cumulant based identification of multichannel moving-average models

Cites work

• An Introduction to Polyspectra
• Characterization and estimation of two-dimensional ARMA models
• Cross-Bispectrum Computation and Variance Estimation
• Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes
• ESTIMATING THREE-DIMENSIONAL ENERGY TRANSFER IN ISOTROPIC TURBULENCE
• Estimation and choice of neighbors in spatial-interaction models of images
• Higher-order spectrum factorization in one and two dimensions with applications in signal modeling and nonminimum phase system identification
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 3963031 (Why is no real title available?)
• scientific article; zbMATH DE number 4049531 (Why is no real title available?)
• scientific article; zbMATH DE number 49594 (Why is no real title available?)
• scientific article; zbMATH DE number 3577138 (Why is no real title available?)
• Linear modeling of multidimensional non-Gaussian processes using cumulants
• Texture classification using features derived from random field models
• The complex cepstrum of higher order cumulants and nonminimum phase system identification
• Two-dimensional discrete Markovian fields

Cited in

(8)

• Bispectral analysis and reconstruction in the frequency domain of mono- and bidimensional deterministic sampled signals
• Linear and graphical models for the multivariate complex normal distribution
• 2-D harmonic retrieval using higher-order statistics
• Linear modeling of multidimensional non-Gaussian processes using cumulants
• A unifying maximum-likelihood view of cumulant and polyspectral measures for non-Gaussian signal classification and estimation
• Polyspectrum modeling using linear or quadratic filters
• scientific article; zbMATH DE number 2090272 (Why is no real title available?)
• Cumulant-based autocorrelation estimates of non-Gaussian linear processes

This page was built for publication: Linear modeling of multidimensional non-Gaussian processes using cumulants

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2640542)