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A closed-form identification of multichannel moving average processes by ESPRIT (1996)

Tong, Lang ; Liu, Rueywen

Springer

Circuits, systems and signal processing 15 (1996), S. 343-359

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ISSN: 1531-5878

Source: Springer Online Journal Archives 1860-2000

Topics: Electrical Engineering, Measurement and Control Technology

Notes: 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.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01182591

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