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....from X using a simple leastsquares fit. The specific equation to be solved for A is described below in the context of the maximum likelihood solution. 3.2 Maximum Likelihood, IQML and MODE Assume that the additive noise is spatially white. Then, under certain easily satisfied conditions [24], the elements of N will be asymptotically independent Gaussian random variables . If we This requires that the frequency samples be taken on a DFT grid. 15 ESPRIT Algorithm 1. Choose ffi such that max N= 2ffi) 2. Calculate E, the d principal left singular vectors of X, and ....
D. R. Brillinger, Time Series: Data Analysis and Theory, Holden-Day, Inc., San Francisco, CA, 1981.
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....is well known that Gaussian stochastic processes are exhaustively described by their second order statistics. Nonetheless, when the Gaussian assumption is not valid, some information is lost by retaining only second order statistics. This information, which can be expressed in terms of cumulants [1], is sometimes necessary, for instance in the problem of identifying a non minimal phase process [2,3] In the recent years, research on higher order statistics has mainly focused on Time Series Analysis, often using more specific description tools such as bispectra [4,5] In contrast, less ....
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D. R. Brillinger, Time Series: Data Analysis and Theory. Philadelphia, PA: SIAM, 2001.
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Brillinger, D. R. (1981). Time series data analysis and theory. New York: Holt, Rinehart and Winston.
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