DocumentCode
974882
Title
Adaptive identification of nonminimum phase ARMA models using higher order cumulants alone
Author
Zhang, Xian-Da ; Song, Yu ; Li, Yan-Da
Author_Institution
Dept. of Autom., Tsinghua Univ., Beijing, China
Volume
44
Issue
5
fYear
1996
fDate
5/1/1996 12:00:00 AM
Firstpage
1285
Lastpage
1288
Abstract
An adaptive identification algorithm for causal nonminimum phase ARMA models in additive colored Gaussian noise is proposed. The algorithm utilizes higher order cumulants of the observed signal alone. It estimates the AR and MA parameters successively in each iteration without computing the residual time series. The steepest descent method is used for parameter updating
Keywords
Gaussian noise; adaptive estimation; autoregressive moving average processes; higher order statistics; iterative methods; parameter estimation; AR parameter estimation; MA parameter estimation; adaptive identification algorithm; additive colored Gaussian noise; causal nonminimum phase ARMA models; higher order cumulants; iteration; observed signal; parameter updating; steepest descent method; Adaptive filters; Additive noise; Communication channels; Gaussian noise; Higher order statistics; Lattices; Linear systems; Parameter estimation; Recursive estimation; Reflectivity;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.502343
Filename
502343
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