Consistent parameter estimation for non-causal autoregressive models via higher-order statistics

DOI10.1016/0005-1098(90)90157-DzbMATH Open0721.93077OpenAlexW1989937087MaRDI QIDQ2641272FDOQ2641272

Authors: Jitendra K. Tugnait 

Publication date: 1990

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(90)90157-d

Recommendations

• Consistent order selection for noncausal autoregressive models via higher-order statistics
• On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes
• Fitting noncausal autoregressive signal plus noise models to noisy non-Gaussian linear processes
• Blind identification of noncausal AR models based on higher-order statistics
• On the identifiability of non-Gaussian ARMA models using cumulants

zbMATH Keywords

stochastic signalsnon-causal autoregressive model

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• An Introduction to Polyspectra
• Convergence analysis of parametric identification methods
• Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model
• Identification of non-minimum phase linear stochastic systems
• ARMA bispectrum approach to nonminimum phase system identification
• Title not available (Why is that?)
• Robust identification of a nonminimum phase system: Blind adjustment of a linear equalizer in data communications
• Blind Equalizers
• Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes
• Identification of linear stochastic systems via second- and fourth-order cumulant matching
• Consistent order selection for noncausal autoregressive models via higher-order statistics
• Recovering the poles from third-order cumulants of system output
• Fitting noncausal autoregressive signal plus noise models to noisy non-Gaussian linear processes
• ESTIMATION OF COEFFICIENTS OF AN AUTOREGRESSIVE PROCESS BY USING A HIGHER ORDER MOMENT
• Title not available (Why is that?)
• A characterization of consistent estimators
• On statistical identification of a class of linear space-invariant image blurs using non-minimum-phase ARMA models

Cited In (9)

• Model specification of a noncausal 3-D AR process using a causal 3-D AR model on the nonsymmetric half-space
• Consistent order selection for noncausal autoregressive models via higher-order statistics
• On the existence of autoregressive models for third-order cumulant matching
• Recovering the poles from third-order cumulants of system output
• Fitting noncausal autoregressive signal plus noise models to noisy non-Gaussian linear processes
• Analysis of identified 2-D noncausal models
• Subspace-based parameter estimation of symmetric noncausal autoregressive signals from noisy measurements
• Consistent estimation for non-Gaussian non-causal autoregressive processes
• Blind identification of noncausal AR models based on higher-order statistics

This page was built for publication: Consistent parameter estimation for non-causal autoregressive models via higher-order statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2641272)