Abstract
In this paper, a closed-form identification of possibly nonminimum phase multichannel moving average (MA) processes is derived by exploiting the eigenstructures of the observation cumulant matrices using the ESPRIT algorithm. The proposed approach allows the combination of statistics of different orders for better performance and offers reduced computation complexity when compared with existing iterative approaches. Simulations are also presented to demonstrate the performance of the proposed algorithm.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.