DocumentCode
792067
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
Volume
2
Issue
6
fYear
1995
fDate
6/1/1995 12:00:00 AM
Firstpage
120
Lastpage
122
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;
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/97.388914
Filename
388914
Link To Document