Title :
Order determination of MA models using fourth-order cumulants
Author :
Alshebeili, S.A.
Author_Institution :
Dept. of Electr. Eng., King Saud Univ., Riyadh, Saudi Arabia
fDate :
6/1/1995 12:00:00 AM
Abstract :
Presents a cumulant-based method for determining the order of an MA model. The method presented minimizes a cost function defined in terms of a 2D slice of fourth-order cumulants.<>
Keywords :
higher order statistics; minimisation; moving average processes; parameter estimation; signal processing; 2D slice; MA models; cost function; cumulant-based method; fourth-order cumulants; minimization; order determination; Additive noise; Cost function; Error analysis; Estimation error; Gaussian noise; Higher order statistics; Parameter estimation; Signal to noise ratio; Statistical analysis; Testing;
Journal_Title :
Signal Processing Letters, IEEE
