DocumentCode
966910
Title
ARMA systems excited by non-Gaussian processes are not always identifiable
Author
Swami, Ananthram ; Mendel, Jerry M.
Author_Institution
Dept. of Electr. Eng.-Syst., Univ. of Southern California, Los Angeles, CA, USA
Volume
34
Issue
5
fYear
1989
fDate
5/1/1989 12:00:00 AM
Firstpage
572
Lastpage
573
Abstract
It is a popular myth that the zeros of an ARMA (autoregressive moving-average) process excited by an unobservable non-Gaussian process can be resolved from noisy output measurements. A counterexample is given
Keywords
probability; random processes; statistical analysis; ARMA; autoregressive moving-average; nonGaussian processes; probability; zeros; Autocorrelation; Electrostatic discharge; Equations; Filters; Higher order statistics; Probability density function; Random processes; Sea measurements; Signal processing; Symmetric matrices;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.24220
Filename
24220
Link To Document