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

DOI10.1016/S0165-1684(99)00150-4MaRDI QIDQ1978293zbMATHFDO

Authors Yanyan Li

Publication date 4 June 2000

Published in Signal Processing (Search for Journal in Brave)

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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Cited in

(1)

• Blind multivariable ARMA subspace identification

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