DocumentCode
2999540
Title
ARMA modeling and phase reconstruction of multidimensional non-Gaussian processes using cumulants
Author
Swami, Ananthram ; Giannakis, Georgios B.
Author_Institution
Dept. of Electr. Eng., Univ. of Southern California, Los Angeles, CA, USA
fYear
1988
fDate
11-14 Apr 1988
Firstpage
729
Abstract
A statistical multidimensional sequence, generated by a non-Gaussian process, passes through a linear space-invariant (perhaps ARMA) model and colored Gaussian noise is added at the output. Given output cumulants, algorithms are derived for the nonparametric reconstruction of the system´s phase as well as for the parametric identification of the ARMA model, which can be noncausal or have nonseparable denominator
Keywords
identification; random noise; signal processing; ARMA model; coloured Gaussian noise; linear space-invariant model; non-Gaussian process; noncausal model; nonparametric reconstruction; nonseparable denominator; output cumulants; parametric identification; phase reconstruction; statistical multidimensional sequence; Amplitude estimation; Closed-form solution; Frequency; Gaussian noise; Image reconstruction; Integrated circuit modeling; Integrated circuit noise; Multidimensional systems; Parametric statistics; Phase estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
Conference_Location
New York, NY
ISSN
1520-6149
Type
conf
DOI
10.1109/ICASSP.1988.196687
Filename
196687
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