Direct estimation of ARMA model orders using output cumulants
In this paper, the problem of order estimation of ARMA models is treated using third order cumulants of the observed system output only. It is shown that the rank conditions of certain third order cumulants matrices are directly related to the model orders (p, q). These matrices go from being of ful...
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| Format: | article |
| Published: |
1996
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| Online Access: | https://eprints.kfupm.edu.sa/id/eprint/14185/1/14185_1.pdf https://eprints.kfupm.edu.sa/id/eprint/14185/2/14185_2.doc |
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