Invertibility of higher order moment matrices
Robert D. Nowak, B.D. Van Veen · IEEE Transactions on Signal Processing · 1995
Signal processing algorithms based on Volterra filter structures often require that a matrix composed of higher order moments of the underlying process be invertible. Previously, this problem has been studied for uncorrelated random variables. The paper establishes conditions under which a wide class of correlated processes have invertible higher order moment matrices.>