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Cumulant based parameter estimation of multichannel moving-average processes

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3 Author(s)
Inouye, Y. ; Dept. of Control Eng., Osaka Univ., Japan ; Giannakis, G.B. ; Mendel, J.M.

Given finite samples of a stationary, perhaps noisy, nonGaussian r-variate moving-average, MA(q) process, the authors study 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 less restrictions than that corresponding to a given covariance structure. They derive two algorithms for estimating the (possibly) nonminimum phase MA coefficient matrices

Published in:
Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on

Date of Conference: 11-14 Apr 1988

Page(s):
1252 - 1255 vol.2
Meeting Date :
11 Apr 1988-14 Apr 1988
ISSN :
1520-6149
INSPEC Accession Number:
3257155
Conference Location :
New York, NY
Digital Object Identifier :
10.1109/ICASSP.1988.196828
Product Type:
Conference Publications

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