Estimation of linear parametric models using inverse filter criteria and higher order statistics
JITENDRA K. TUGNAIT · IEEE Transactions on Signal Processing · 1993
Considers the problem of estimating the parameters of a stable, scalar ARMA (p, q) signal model (causal or noncausal, minimum phase or mixed phase) driven by an i.i.d. non-Gaussian sequence. The driving noise sequence is not observed. The Wiggins-Donoho (1978, 1991) class of inverse filter criteria for estimation of model parameters are analyzed and extended. These criteria have been considered in the past only for moving average inverse filters. These criteria are extended to general ARMA inverses. Computer simulation examples are presented to illustrate the proposed approaches.>