Cart (Loading....) | Create Account
Close category search window

A unified approach to modeling multichannel ARMA processes

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)
Swami, A. ; Dept. of Electr. Eng.-Syst., Univ. of Southern California, Los Angeles, CA, USA ; Giannakis, G.B. ; Mendel, J.M.

Using a compact Kronecker-product-based representation for the cumulants of vector processes, the authors develop several techniques for estimating the parameters of a multichannel ARMA (autoregressive moving average) process, from sample cumulants of the output processes: (1) the AR parameters are estimated first; the MA parameters are then estimated from the AR compensated time series. (2) AR and IR (impulse response) parameters are estimated simultaneously; (3) an algorithm that handles causal as well as noncausal ARMA models, by transforming the ARMA parameter estimation problem to a pair of MA parameter estimation problems, is given. Order-determination techniques are also proposed. The algorithms are applicable to both stochastic and deterministic problems

Published in:

Acoustics, Speech, and Signal Processing, 1989. ICASSP-89., 1989 International Conference on

Date of Conference:

23-26 May 1989

Need Help?

IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.