TY - JOUR
T1 - ARMA MODELING AND PHASE RECONSTRUCTION OF MULTIDIMENSIONAL NON-GAUSSIAN PROCESSES USING CUMULANTS.
AU - Swami, Ananthram
AU - Giannakis, Georgios B.
PY - 1988/1/1
Y1 - 1988/1/1
N2 - A statistical multidimensional sequence, generated by a non-Gaussian process, passes through a linear space-invariant (perhaps ARMA) model and colored Gaussian noise is added at the output. Given output cumulants, algorithms are derived for the nonparametric reconstruction of the system's phase as well as for the parametric identification of the ARMA model, which can be noncausal or have nonseparable denominator.
AB - A statistical multidimensional sequence, generated by a non-Gaussian process, passes through a linear space-invariant (perhaps ARMA) model and colored Gaussian noise is added at the output. Given output cumulants, algorithms are derived for the nonparametric reconstruction of the system's phase as well as for the parametric identification of the ARMA model, which can be noncausal or have nonseparable denominator.
UR - http://www.scopus.com/inward/record.url?scp=0023671795&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0023671795&partnerID=8YFLogxK
M3 - Conference article
AN - SCOPUS:0023671795
SN - 0736-7791
SP - 729
EP - 732
JO - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
JF - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ER -