ORDER DETERMINATION OF MA MODELS USING 4TH-ORDER CUMULANTS

被引：5

作者：

ALSHEBEILI, SA

机构：

[1] Department of Electrical Engineering, King Saud University, Riyadh

来源：

IEEE SIGNAL PROCESSING LETTERS | 1995年 / 2卷 / 06期

关键词：

D O I：

10.1109/97.388914

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In this letter, we present a cumulant-based method for determining the order of an MA model, The method presented minimizes a cost function defined in terms of a 2-D slice of fourth-order cumulants.

引用

页码：120 / 122

页数：3

共 4 条

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[2] CUMULANT-BASED ORDER DETERMINATION OF NON-GAUSSIAN ARMA MODELS [J].

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IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1990, 38 (08) :1411-1423

[3] BISPECTRUM ESTIMATION - A DIGITAL SIGNAL-PROCESSING FRAMEWORK [J].

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RAGHUVEER, MR .

PROCEEDINGS OF THE IEEE, 1987, 75 (07) :869-891

[4] SINGULAR-VALUE DECOMPOSITION-BASED MA ORDER DETERMINATION OF NON-GAUSSIAN ARMA MODELS [J].

ZHANG, XD ;

ZHANG, YS .

IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1993, 41 (08) :2657-2664

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