Title :
Impulse response recovery of linear systems through weighted cumulant slices
Author :
Vidal, Josep ; Fonollosa, José A Rodríguez
Author_Institution :
Dept. of Signal Theory & Commun., Univ. Politecnica de Catalunya, Barcelona, Spain
fDate :
10/1/1996 12:00:00 AM
Abstract :
Identifiability of the so-called ω-slice algorithm is proven for ARMA linear systems. Although proofs were developed in the past for the simpler cases of MA and AR models, they were not extendible to general exponential linear systems. The results presented in this paper demonstrate a unique feature of the ω-slice method, which is unbiasedness and consistency when order is overdetermined, regardless of the IIR or FIR nature of the underlying system, and numerical robustness
Keywords :
autoregressive moving average processes; estimation theory; higher order statistics; identification; linear systems; signal reconstruction; transient response; ω-slice algorithm; ARMA; blind estimation; consistency; general exponential linear system; identifiability; impulse response recovery; linear systems; numerical robustness; overdetermined order; unbiasedness; weighted cumulant slices; Finite impulse response filter; Gaussian distribution; Gaussian noise; Linear systems; Noise cancellation; Quantization; Robustness; Spine; Statistics;
Journal_Title :
Signal Processing, IEEE Transactions on
