IEEE - Institute of Electrical and Electronics Engineers, Inc. - Model validation and order selection for linear model fitting using thirdand fourth-order cumulants

Author(s): J.K. Tugnait ; Ergang Liu
Sponsor(s): IEEE Signal Processing Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 September 1999
Volume: 47
Page Count: 11
Page(s): 2,433 - 2,443
ISSN (Paper): 1053-587X
ISSN (Online): 1941-0476
DOI: 10.1109/78.782187
Regular:

Given a linear stationary non-Gaussian signal, suppose that we fit a linear model using higher order statistics and one of several existing methods. The model is fitted under certain assumptions... View More

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