Abstract: Using the observable state-space realization corresponding to a given multi-input-multi-output autoregressive moving average (ARMA) model, ...

The objectives of this paper are: 1) to derive a compact and easily generalizable representation for the cumulants of vec- tor processes and establish symmetry ...

Cumulants of order greater than two may be used to estimate the parameters of non-Gaussian ARMA processes, observed in additive colored Gaussian noise.

Computation of cumulants of ARMA processes · Identification of discrete-time state affine state space models using cumulants · Recursive Methods for Computation ...

Computation of cumulants of ARMA processes ; Cross-bispectrum computation for multichannel quadratic phase coupling estimation. Raghuveer M.R., Dianat S.A..

ARMA processes; b) develop computationally efficient cumulant-based ARMA pa- rameter estimation algorithms; c) explore the use of cumulants in a state-space.

A new procedure is proposed for ARMA modeling of fourth-order cumulants and trispectrum estimation of non-Gaussian stationary random processes.

This paper introduces a common approach for analysing cumulant-based AR and ARMA identification methods. This particular derivation applies to methods using ...

The paper's focus is the problem of parameter identifiability of multichannel ARMA models given the higher-order cumulants of the signal on a finite set of ...

In this paper, we perform an analytic study of some of the recently developed cumulant-based methods for estimating the AR parameters of ARMA processes. Our.