Referenced Items are not available for this document.
The problem of estimating the parameters of a vector, stationary, ARMA(p,q) signal model driven by an i.i.d. vector non-Gaussian sequence is considered. The paper's focus is the problem of parameter identifiability of multichannel ARMA models given the higher-order cumulants of the signal on a finite set of lags. We specify the finite lag set for general ARMA(p,q) models. Our approach is to first derive the basic results via a diagonal canonical form and then to extend the parameter identifiability results to other (more parsimonious) canonical forms
Published in:
Acoustics, Speech, and Signal Processing, 1994. ICASSP-94., 1994 IEEE International Conference on
(Volume:iv
)
Date of Conference: 19-22 Apr 1994
- Page(s):
- IV/441 - IV/444 vol.4
- Meeting Date :
- 19 Apr 1994-22 Apr 1994
- ISSN :
- 1520-6149
- Print ISBN:
- 0-7803-1775-0
- INSPEC Accession Number:
- 4946369
- Conference Location :
- Adelaide, SA
- Digital Object Identifier :
- 10.1109/ICASSP.1994.389785
- Product Type:
- Conference Publications
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