Title :
On the identification of noisy MA models
Author :
Desbouvries, F. ; Fijalkow, I. ; Loubaton, Ph
Author_Institution :
INT/SIM, Evry, France
fDate :
12/1/1996 12:00:00 AM
Abstract :
In this paper, we address the identification problem of p-input q-output MA models corrupted by a white noise with an unknown covariance matrix in the case where p<q. Under certain additional conditions, we show that the generating function of the MA model is identifiable from the autocovariance function of the observation. Some simple algebraic identification procedures are also given
Keywords :
controllability; covariance matrices; identification; observability; spectral analysis; state-space methods; time series; white noise; autocovariance function; controllability; covariance matrix; identification; noisy MA models; observability; state space; time series; white noise; Blind equalizers; Context; Covariance matrix; Digital communication; Linear matrix inequalities; Polynomials; Singular value decomposition; Stochastic processes; Transfer functions; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
