On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes

DOI10.1109/29.106866MaRDI QIDQ3487247zbMATH OpenOpenAlexFDO

Authors Georgios B. Giannakis, Ananthram Swami

Publication date 1990

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/29.106866

zbMATH Keywords

noisy observationnon-Gaussian ARMA processes

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

Recommendations

• On the identifiability of non-Gaussian ARMA models using cumulants
• Identifiability of general ARMA processes using linear cumulant-based estimators
• Identification of non-minimum phase linear stochastic systems
• Identification and estimation of non-Gaussian ARMA processes
• A least-squares-based algorithm for identification of non-Gaussian ARMA models

Cited in

(26)

• Identification of non-minimum phase linear stochastic systems
• ARMA modeling of fourth-order cumulants and phase estimation
• Identifiability of general ARMA processes using linear cumulant-based estimators
• Identification of non-minimum phase transfer function using higher-order spectrum
• New cumulant-based approaches for non-Gaussian time-varying AR models
• Third-order cumulant RLS algorithm for nonminimum ARMA systems identification
• Identification of symmetric noncausal processes
• Fitting ARMA models to linear non-Gaussian processes using higher order statistics.
• A least-squares-based algorithm for identification of non-Gaussian ARMA models
• Maximum likelihood estimation for all-pass time series models
• Linear modeling of multidimensional non-Gaussian processes using cumulants
• Consistent parameter estimation for non-causal autoregressive models via higher-order statistics
• Consistent estimation for non-Gaussian non-causal autoregressive processes
• Asymptotically optimal estimation of MA and ARMA parameters of non-Gaussian processes from high-order moments
• Identification and estimation of non-Gaussian ARMA processes
• Performance analysis of parameter estimation algorithms based on high-order moments
• On the identifiability of non-Gaussian ARMA models using cumulants
• Fitting noncausal autoregressive signal plus noise models to noisy non-Gaussian linear processes
• A unifying maximum-likelihood view of cumulant and polyspectral measures for non-Gaussian signal classification and estimation
• Parametric cumulant based phase estimation of 1-D and 2-D nonminimum phase systems by allpass filtering
• Semi-parametric estimation for non-Gaussian non-minimum phase ARMA models
• scientific article; zbMATH DE number 854948 (Why is no real title available?)
• A bootstrap-based approach for parameter and polyspectral density estimation of a non-minimum phase ARMA process
• Model identification for infinite variance autoregressive processes
• An efficient approach for computing non-Gaussian ARMA model coefficients using Pisarenko's method
• Rank-based estimation for all-pass time series models

This page was built for publication: On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3487247)