On the use of second- and higher-order inverse statistics

Maria Rangoussi, Georgios B. Giannakis

Research output: Chapter in Book/Report/Conference proceedingConference contribution

4 Scopus citations

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 languageEnglish (US)
Title of host publicationWorkshop Higher Order Spectral Anal
Editors Anon
PublisherPubl by IEEE
Pages7-12
Number of pages6
StatePublished - Dec 1 1989
EventWorkshop on Higher-Order Spectral Analysis - Vail, CO, USA
Duration: Jun 28 1989Jun 30 1989

Other

OtherWorkshop on Higher-Order Spectral Analysis
CityVail, CO, USA
Period6/28/896/30/89

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