Blind parametric identification of non-Gaussian FIR systems using higher order cumulants
International Journal of Systems Science
Blind identification of non-minimum phase ARMA systems
Automatica (Journal of IFAC)
Hi-index | 35.69 |
An adaptive identification algorithm for causal nonminimum phase ARMA models in additive colored Gaussian noise is proposed. The algorithm utilizes higher order cumulants of the observed signal alone. It estimates the AR and MA parameters successively in each iteration without computing the residual time series. The steepest descent method is used for parameter updating