ARMA Parameter Estimation Using Only Output Cumulants

IEEE Transactions on Acoustics, Speech, and Signal Processing

Volumn 38, Issue 7, 1990, Pages 1257-1265

  Swami, Ananthram ^a   Mendel, Jerry M ^a  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER PROGRAMMING--ALGORITHMS; MATHEMATICAL TECHNIQUES--ESTIMATION; NOISE, SPURIOUS SIGNAL; STATISTICAL METHODS--TIME SERIES ANALYSIS;

ARMA PROCESSES; AUTOREGRESSIVE MOVING AVERAGE PROCESSES; GAUSSIAN NOISE; OUTPUT CUMULANTS; PARAMETER ESTIMATION;

SPECTRUM ANALYSIS;

EID: 0025460985     PISSN: 00963518     EISSN: None     Source Type: Journal    
DOI: 10.1109/29.57554     Document Type: Article

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