Parameter identifiability of multichannel ARMA models of linear non-Gaussian signals via cumulant matching

Author

Tugnait, Jitendra K.

Author_Institution

Dept. of Electr. Eng., Auburn Univ., AL, USA

Volume

iv

fYear

1994

fDate

19-22 Apr 1994

Abstract

The problem of estimating the parameters of a vector, stationary, ARMA(p,q) signal model driven by an i.i.d. vector non-Gaussian sequence is considered. The paper´s focus is the problem of parameter identifiability of multichannel ARMA models given the higher-order cumulants of the signal on a finite set of lags. We specify the finite lag set for general ARMA(p,q) models. Our approach is to first derive the basic results via a diagonal canonical form and then to extend the parameter identifiability results to other (more parsimonious) canonical forms

Keywords

autoregressive moving average processes; higher order statistics; parameter estimation; signal processing; telecommunication channels; ARMA signal model; cumulant matching; diagonal canonical form; finite lag set; higher-order cumulants; linear non-Gaussian signals; multichannel ARMA models; non-Gaussian sequence; parameter estimation; parameter identifiability; stationary signal; vector signal; Autoregressive processes; Higher order statistics; Interchannel interference; Parameter estimation; Polynomials; Sensor arrays; Signal processing; Transfer functions; Vectors;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1994. ICASSP-94., 1994 IEEE International Conference on

Conference_Location

Adelaide, SA

ISSN

1520-6149

Print_ISBN

0-7803-1775-0

Type

conf

DOI

10.1109/ICASSP.1994.389785

Filename

389785