Title :
3rd cumulant based MA parameter identification
Author :
Xu, You ; Crebbin, Greg
Author_Institution :
Dept. of Electr. & Electron. Eng., Western Australia Univ., Nedlands, WA, Australia
Abstract :
In this paper, a novel optimization method, based on the conjugate gradient technique, is proposed for moving average (MA) system identification. The independent, identically distributed non-Gaussian input and Gaussian measurement noise are assumed. Experiments were performed to compare the proposed methods with some of current linear methods. The simulation results show that the proposed optimization method gives better performance with smaller bias and smaller standard deviation
Keywords :
Gaussian noise; conjugate gradient methods; higher order statistics; moving average processes; optimisation; parameter estimation; signal processing; 3rd cumulant; Gaussian measurement noise; MA parameter identification; conjugate gradient technique; i.i.d. input; independent identically distributed non-Gaussian input; moving average system identification; optimization method; simulation results; Autocorrelation; Closed-form solution; Equations; Gaussian noise; Higher order statistics; Large scale integration; Noise measurement; Optimization methods; Parameter estimation; System identification;
Conference_Titel :
Signal Processing, 1996., 3rd International Conference on
Conference_Location :
Beijing
Print_ISBN :
0-7803-2912-0
DOI :
10.1109/ICSIGP.1996.567324
