Title :
ARMA systems excited by non-Gaussian processes are not always identifiable
Author :
Swami, Ananthram ; Mendel, Jerry M.
Author_Institution :
Dept. of Electr. Eng.-Syst., Univ. of Southern California, Los Angeles, CA, USA
fDate :
5/1/1989 12:00:00 AM
Abstract :
It is a popular myth that the zeros of an ARMA (autoregressive moving-average) process excited by an unobservable non-Gaussian process can be resolved from noisy output measurements. A counterexample is given
Keywords :
probability; random processes; statistical analysis; ARMA; autoregressive moving-average; nonGaussian processes; probability; zeros; Autocorrelation; Electrostatic discharge; Equations; Filters; Higher order statistics; Probability density function; Random processes; Sea measurements; Signal processing; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
