HOS-based orthogonal subspace algorithm for causal ARMA system identification.

DOI10.1016/S0165-1684(99)00150-4zbMATH Open1048.93513MaRDI QIDQ1978293FDOQ1978293

Authors: Yanyan Li 

Publication date: 4 June 2000

Published in: Signal Processing (Search for Journal in Brave)

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zbMATH Keywords

CumulantsHigher-order statisticsARMA system identificationOrthogonal subspace methods

Mathematics Subject Classification ID

System identification (93B30) Identification in stochastic control theory (93E12)

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