TY - JOUR
T1 - CUMULANT BASED PARAMETER ESTIMATION OF MULTICHANNEL MOVING-AVERAGE PROCESSES.
AU - Inouye, Yujiro
AU - Giannakis, Georgios B.
AU - Mendel, Jerry M.
PY - 1988
Y1 - 1988
N2 - Given finite samples of a stationary, perhaps noisy, non-Gaussian r-variate moving-average, MA(q) process, this study investigates cumulant-based identifiability conditions under which the MA coefficient matrices, the input statistics, and the order q, can be uniquely determined. The selection of a unique representative from the equivalence class corresponding to a given cumulant structure involves fewer restrictions than from the equivalence class corresponding to a given covariance structure. Two algorithms for estimating the (possibly) non-minimum-phase MA coefficient matrices are derived.
AB - Given finite samples of a stationary, perhaps noisy, non-Gaussian r-variate moving-average, MA(q) process, this study investigates cumulant-based identifiability conditions under which the MA coefficient matrices, the input statistics, and the order q, can be uniquely determined. The selection of a unique representative from the equivalence class corresponding to a given cumulant structure involves fewer restrictions than from the equivalence class corresponding to a given covariance structure. Two algorithms for estimating the (possibly) non-minimum-phase MA coefficient matrices are derived.
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M3 - Conference article
AN - SCOPUS:0023749313
SN - 0736-7791
SP - 1252
EP - 1255
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 -