Consistent parameter estimation for non-causal autoregressive models via higher-order statistics

Automatica

Volumn 26, Issue 1, 1990, Pages 51-61

  Tugnait, Jitendra K ^a  

^a AUBURN UNIVERSITY   (United States)

Author keywords

(higher order statistics); (non causal autoregressive models); Parameter estimation; system identification; time series analysis

Indexed keywords

STATISTICAL METHODS--TIME SERIES ANALYSIS; SYSTEMS SCIENCE AND CYBERNETICS--IDENTIFICATION;

AUTOREGRESSIVE MODEL; HIGHER ORDER STATISTICS; PARAMETER ESTIMATION; SYSTEM IDENTIFICATION;

CONTROL SYSTEMS, STOCHASTIC;

EID: 0025201266     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/0005-1098(90)90157-D     Document Type: Article

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