A new coefficient estimation method for autoregressive systems using cumulants

DOI10.1002/CTA.166MaRDI QIDQ4803293zbMATHOpenAlexFDO

Authors 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

zbMATH Keywords

cumulantsautoregressive system

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(6)

• Cumulant-based approach to FIR system identification
• scientific article; zbMATH DE number 758243 (Why is no real title available?)
• Blind identification of an autoregressive system using a nonlinear dynamical approach
• Cepstral identification of autoregressive systems
• Compressive system identification
• scientific article; zbMATH DE number 4096639 (Why is no real title available?)

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