Abstract
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.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 1252-1255 |
| Number of pages | 4 |
| Journal | ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings |
| State | Published - 1988 |
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