A new coefficient estimation method for autoregressive systems using cumulants

DOI10.1002/CTA.166zbMATH Open1047.62074OpenAlexW2000878933MaRDI QIDQ4803293FDOQ4803293

Adnan M. Al-Smadi

Publication date: 2 April 2003

Published in: International Journal of Circuit Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cta.166

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zbMATH Keywords

cumulantsautoregressive system

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

Cites Work

• On Finite Sample Theory for Autoregressive Model Order Selection
• Fitting noncausal autoregressive signal plus noise models to noisy non-Gaussian linear processes
• A robust recursive technique for pole-zero system model order estimation
• Singular value decomposition-based MA order determination of non-Gaussian ARMA models

Cited In (4)

• Cumulant-based approach to FIR system identification
• Title not available (Why is that?)
• Blind identification of an autoregressive system using a nonlinear dynamical approach
• Title not available (Why is that?)

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