论文信息 - ARMA systems excited by non-Gaussian processes are not always identifiable - 字舞流文

ARMA systems excited by non-Gaussian processes are not always identifiable

It is a popular myth that the zeros of an ARMA (autoregressive moving-average) process excited by an unobservable non-Gaussian process can be resolved from noisy output measurements. A counterexample is given. >

J. Mendel | A. Swami

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