Extension of the matrix Bartlett's formula to the third and fourth order and to noisy linear models with application to parameter estimation - Delmas, J.-P.; Meurisse, Y. (IEEE transactions on signal processing, 2005)
Keywords: Additive noise; Applied sciences; Asymptotic properties; Bartlett's formula; Calculus; Closed-form solution; Covariance; Covariance matrix; Detection, estimation, filtering, equalization, prediction; Engineering Sciences; Exact sciences and technology; Exact solutions; fourth-order cumulant; Gaussian noise; High level languages; Information, signal and communications theory; Mathematical analysis; Mathematical models; noisy linear process; Parameter estimation; Performance analysis; Representations; Signal and communications theory; Signal and Image processing; Signal processing algorithms; Signal to noise ratio; Signal, noise; statistical performance analysis; Telecommunications and information theory; third-order cumulant; Additive noise; Performance evaluation; ARMA model; Parameter estimation; Bartlett's formula; Third order; Asymptotic behavior; statistical performance analysis; Color noise; noisy linear process; Algorithm; Linear model; fourth-order cumulant; Statistical method; Linear process; third-order cumu lant; Covariance; High level language; S matrix; Matrix method; Cumulant; Signal to noise ratio; Statistical performance analysis; Third-order cumulant; Fourth-order cumulant; Noisy linear process