Recovering the poles from third-order cumulants of system output

DOI10.1109/9.35282zbMATH Open0696.93067OpenAlexW2160924617MaRDI QIDQ3474577FDOQ3474577

Authors: Jitendra K. Tugnait 

Publication date: 1989

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.35282

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zbMATH Keywords

noisy observationsnon-Gaussian processidentifying the poles

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Cited In (6)

• Consistent order selection for noncausal autoregressive models via higher-order statistics
• Consistent parameter estimation for non-causal autoregressive models via higher-order statistics
• Identifiability of general ARMA processes using linear cumulant-based estimators
• Title not available (Why is that?)
• Third-order cumulants based methods for continuous-time errors-in-variables model identification
• On closed-loop system identification using polyspectral analysis given noisy input-output time-domain data

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