ISSN:
1573-0824
Keywords:
asmptotic cumulant properties
;
higher order cumulant spectra
;
nonlinear systems identification
;
nonparametric spectral estimation
;
periodograms
;
random fields
Source:
Springer Online Journal Archives 1860-2000
Topics:
Electrical Engineering, Measurement and Control Technology
Notes:
Abstract This paper is concerned with the nonparametric estimation of the higher order cumulant spectra of vector-valued stationary random fields onZ d by smoothing the periodograms, whereZ is the space of integers and the dimensiond≥1. We derive the asymptotic cumulant properties of the spectral estimates, and consider an application to multidimensional nonlinear systems identification. Numerical examples with simulated data are provided.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00986003
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