• DocumentCode
    1032557
  • Title

    A novel recursive approach to estimating MA parameters of causal ARMA models from cumulants

  • Author

    Zhang, Xian-Da ; Zhou, Yanli

  • Author_Institution
    Dept. of Electr. & Comput. Eng., California Univ., La Jolla, CA, USA
  • Volume
    40
  • Issue
    11
  • fYear
    1992
  • fDate
    11/1/1992 12:00:00 AM
  • Firstpage
    2870
  • Lastpage
    2873
  • Abstract
    The estimation of MA (moving average) parameters of causal ARMA (autoregressive moving average) models using the third-order cumulants alone is treated. A novel recursive approach is proposed. Under certain conditions, the approach applies to noncausal models
  • Keywords
    parameter estimation; signal processing; additive Gaussian coloured noise; autoregressive moving average; causal ARMA models; moving average parameters estimation; noncausal models; recursive approach; third-order cumulants; Adaptive filters; Additive noise; Colored noise; Filtering theory; Gaussian noise; IIR filters; Parameter estimation; Recursive estimation; Signal processing algorithms; Speech;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.165684
  • Filename
    165684
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1032557