A NOVEL RECURSIVE APPROACH TO ESTIMATING MA PARAMETERS OF CAUSAL ARMA MODELS FROM CUMULANTS

被引：4

作者：

ZHANG, XD ^{[1
]}

ZHOU, YL ^{[1
]}

机构：

[1] UNIV CALIF SAN DIEGO,DEPT ELECT & COMP ENGN,LA JOLLA,CA 92093

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1992年 / 40卷 / 11期

关键词：

D O I：

10.1109/78.165684

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

This correspondence focuses on the estimation of MA parameters of causal ARMA models using the third-order cumulants alone. A novel recursive approach is proposed.

引用

页码：2870 / 2873

页数：4

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