By Topic

Counterexamples to `On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes' [and reply]

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Tugnait, J.K. ; Dept. of Electr. Eng., Auburn Univ., AL ; Giannakis, G.B. ; Swami, A.

In the above-named work by Giannakis and Swami (see ibid., vol.38, no.3, p.478, 1990), an order selection procedure was proposed for parameter estimation for noncausal, nonminimum phase ARMA (autoregressive moving average) models of non-Gaussian processes. The commenter argues that it has been derived under an erroneous assumption, and he also gives a counterexample to show that it does not yield a consistent order estimate in general. Two linear approaches for parameter estimation were also presented in the above-named work. The commenter contends that an existing counterexample to an earlier version of one of the algorithms also applies to both the approaches of the above-named work. The authors' reply is presented

Published in:

Signal Processing, IEEE Transactions on  (Volume:40 ,  Issue: 4 )