A Unifying Maximum-Likelihood View of Cumulant and Polyspectral Measures for Non-Gaussian Signal Classification and Estimation

IEEE Transactions on Information Theory

Volumn 38, Issue 2, 1992, Pages 386-406

  Giannakis, Georgios B ^a   Tsatsanis, Michail K ^a  

^a UNIVERSITY OF VIRGINIA   (United States)

Author keywords

ARMA models; Classification; cumulants; estimation; identifiability; non Gaussian processes; pattern recognition; polyspectra

Indexed keywords

COMPUTER PROGRAMMING - ALGORITHMS; MATHEMATICAL TECHNIQUES - ESTIMATION; NOISE, SPURIOUS SIGNAL;

ADDITIVE WHITE GAUSSIAN NOISE; AUTOREGRESSIVE MOVING AVERAGE PROCESSES; CUMULANTS; MAXIMUM LIKELIHOOD ESTIMATION; POLYSPECTRA; SPECTRAL ESTIMATION;

SPECTRUM ANALYSIS;

EID: 0026836633     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/18.119695     Document Type: Article

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