Identification of Linear Stochastic Systems via Second- and Fourth-Order Cumulant Matching

IEEE Transactions on Information Theory

Volumn 33, Issue 3, 1987, Pages 393-407

  Tugnait, Jitendra K ^a  

^a EXXONMOBIL UPSTREAM RESEARCH COMPANY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

INFORMATION THEORY; MATHEMATICAL STATISTICS - MONTE CARLO METHODS; MATHEMATICAL TECHNIQUES - CORRELATION METHODS; STATISTICAL METHODS;

AKAIKE INFORMATION CRITERION; ARMA MODELS; CUMULANT MATCHING; NON-GAUSSIAN WHITE NOISE; SISO LINEAR STOCHASTIC SYSTEMS;

SYSTEMS SCIENCE AND CYBERNETICS;

EID: 0023347187     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/TIT.1987.1057308     Document Type: Article

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