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

DOI10.1016/0005-1098(90)90157-DMaRDI QIDQ2641272zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stochastic signalsnon-causal autoregressive model

Mathematics Subject Classification ID

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

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• A characterization of consistent estimators
• ARMA bispectrum approach to nonminimum phase system identification
• An Introduction to Polyspectra
• Blind Equalizers
• Consistent order selection for noncausal autoregressive models via higher-order statistics
• Convergence analysis of parametric identification methods
• Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes
• ESTIMATION OF COEFFICIENTS OF AN AUTOREGRESSIVE PROCESS BY USING A HIGHER ORDER MOMENT
• Fitting noncausal autoregressive signal plus noise models to noisy non-Gaussian linear processes
• Identification of linear stochastic systems via second- and fourth-order cumulant matching
• Identification of non-minimum phase linear stochastic systems
• On statistical identification of a class of linear space-invariant image blurs using non-minimum-phase ARMA models
• Recovering the poles from third-order cumulants of system output
• Robust identification of a nonminimum phase system: Blind adjustment of a linear equalizer in data communications
• Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model

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

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