A finite-step global convergence algorithm for the parameter estimation of multichannel MA processes

DOI10.1109/78.157295zbMath0766.93071OpenAlexW2150972651MaRDI QIDQ4031510

Ruey-wen Liu, Lang Tong, Yujiro Inouye

Publication date: 1 April 1993

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.157295

zbMATH Keywords

algorithmmultichannel MA models

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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