DocumentCode
1180835
Title
FIR system identification using higher order statistics alone
Author
Zhang, Xian-Da ; Zhang, Yuan-Sheng
Author_Institution
Dept. of Autom., Tsinghua Univ., Beijing, China
Volume
42
Issue
10
fYear
1994
fDate
10/1/1994 12:00:00 AM
Firstpage
2854
Lastpage
2858
Abstract
This paper focuses on FIR system identification in Gaussian ARMA noise using higher order cumulants alone. Two new types of cumulant-based normal equations are established, and two algorithms are proposed for MA parameter estimation. Simulations verify the high performance of the new developments
Keywords
digital filters; filtering and prediction theory; identification; parameter estimation; statistical analysis; stochastic processes; FIR system identification; Gaussian ARMA noise; MA parameter estimation; algorithms; cumulant-based normal equations; higher order cumulants; higher order statistics; simulations; Additive noise; Equations; Finite impulse response filter; Gaussian noise; Higher order statistics; Linear algebra; Optimization methods; Parameter estimation; Signal processing; System identification;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.324754
Filename
324754
Link To Document