Abstract
Inverse higher-order statistics of non-Gaussian, stationary random processes are introduced as an extension of their second-order counterparts, known as inverse correlations. Their use in system identification, and specifically in model order determination and parameter estimation problems, is investigated. Estimation procedures are proposed for obtaining sample estimates of inverse statistics and the corresponding (poly)spectra. The algorithms derived are illustrated by simulation examples, involving inverse second-order and third-order statistics.
| Original language | English (US) |
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| Title of host publication | Workshop Higher Order Spectral Anal |
| Editors | Anon |
| Publisher | Publ by IEEE |
| Pages | 7-12 |
| Number of pages | 6 |
| State | Published - Dec 1 1989 |
| Event | Workshop on Higher-Order Spectral Analysis - Vail, CO, USA Duration: Jun 28 1989 → Jun 30 1989 |
Other
| Other | Workshop on Higher-Order Spectral Analysis |
|---|---|
| City | Vail, CO, USA |
| Period | 6/28/89 → 6/30/89 |