DocumentCode
3593312
Title
The Asymptotic Second Order Moments of the Estimated Third Order Cumulants of Stationary Processes
Author
Port, Boaz ; Friedlander, Benjamin
Author_Institution
Dept. of Electrical Engineering, Technion-Israel Institute of Technology, Haifa 32000, Israel
fYear
1988
Firstpage
2108
Lastpage
2113
Abstract
This paper derives asymptotic formulas for the second order moments of the estimated third order cumulants of stationary linear processes. The formulas are first derived for general processes, and then specialized to ARMA processes. The asymptotic second order moments are useful for analyzing the statistical properties of estimators based on the third order cumulants.
Keywords
Adaptive algorithm; Closed-form solution; Equations; Parameter estimation; Phase estimation; Random variables; Transfer functions; Yttrium;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1988
Type
conf
Filename
4790072
Link To Document