Abstract
Identification of known order (almost) periodically time- varying ARM A models is addressed using cyclic cumulants of output only, or, input/output data. Several approaches are presented under different modeling assumptions and their relative merits are discussed. Both linear and non-linear algorithms are derived in time-And cyclic-domains and optimality issues are considered. All the algorithms utilize consistent single record estimators, are phase sensitive and are shown to be insensitive to any stationary noise as well as additive (perhaps nonstationary) Gaussian noise of unknown covariance.
Original language | English (US) |
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Title of host publication | ICASSP 1992 - 1992 International Conference on Acoustics, Speech, and Signal Processing |
Publisher | Institute of Electrical and Electronics Engineers Inc. |
Pages | 229-232 |
Number of pages | 4 |
ISBN (Electronic) | 0780305329 |
DOIs | |
State | Published - 1992 |
Event | 1992 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 1992 - San Francisco, United States Duration: Mar 23 1992 → Mar 26 1992 |
Publication series
Name | ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings |
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Volume | 5 |
ISSN (Print) | 1520-6149 |
Other
Other | 1992 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 1992 |
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Country/Territory | United States |
City | San Francisco |
Period | 3/23/92 → 3/26/92 |
Bibliographical note
Publisher Copyright:© 1992 IEEE.