Robust and accurate ARX and ARMA model order estimation of non-Gaussian processes

IEEE Transactions on Signal Processing

Volumn 50, Issue 3, 2002, Pages 759-763

  Al Smadi, Adnan ^a   Wilkes, D Mitchell ^b  

^a YARMOUK UNIVERSITY   (Jordan)

^b VANDERBILT UNIVERSITY   (United States)

Author keywords

ARMA models; Covariance matrix; Cumulants

Indexed keywords

ALGORITHMS; MATHEMATICAL MODELS; MATRIX ALGEBRA; REGRESSION ANALYSIS; SIGNAL NOISE MEASUREMENT; TRANSFER FUNCTIONS;

ADDITIVE NOISE; AUTOREGRESSIVE MOVING AVERAGE; COVARIANCE MATRIX; CRITERION AUTOREGRESSIVE TRANSFER FUNCTION; NON-GAUSSIAN PROCESSES; THIRD ORDER CUMULANTS;

SIGNAL THEORY;

EID: 0036504240     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.984778     Document Type: Letter

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