Abstract
The authors derive a simple, recursive, closed-form algorithm for estimating the parameters of a moving-average (MA) model of known order, using only the autocorrelation and the 1-D diagonal slice of the third-order cumulant of its response to excitation by an unobservable, non-Gaussian, IID process. The output may be corrupted by zero-mean, nonskewed white noise of unknown variance. The autoregressive moving-average (ARMA) case is briefly discussed. >
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: IEEE Transactions on Acoustics, Speech, and Signal Processing
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.
