A simple closed form solution for FIR system identification using higher order statistics
Jianhua Wu, Zemin Liu · 2002
Addresses the problem of estimating the parameters of a moving average model from the cumulant statistics of the noise observations of the system output. The authors set up the relation between the bispectrum and tricepstrum. Using this equation, a simple closed form solution for FIR system identification can be obtained. The approach permits that the measurement noise sequence is colored Gaussian.>