Georgios B. Giannakis

Cumulant based identification of multichannel moving-average models

Given cumulants of a stationary, perhaps noisy, non-Gaussian r-variate moving average, MA(q) process, identifiability conditions are studied, under which the MA coefficient matr...

Modeling of non-Gaussian array data using cumulants: DOA estimation of more sources with less sensors

A unifying maximum-likelihood view of cumulant and polyspectral measures for non-Gaussian signal classification and estimation

Classification and estimation of non-Gaussian signals observed in additive Gaussian noise of unknown covariance are addressed using cumulants or polyspectra. By integrating idea...

On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes

The authors address the problem of estimating the parameters of non-Gaussian ARMA (autoregressive moving-average) processes using only the cumulants of the noisy observation. Th...