Title :
Blind multi-channel identification of ARMA systems: a least-squares approach
Author :
Zhang, Yi ; Asada, Harry H.
Author_Institution :
Dept. of Mech. Eng., MIT, Cambridge, MA, USA
Abstract :
A least-squares approach is proposed for blind multichannel identification of auto-regressive moving average (ARMA) systems. The AR parameters are identified by solving the modified Yule-Walker equations. The MA parameters are identified by exploring the cross-relation between the outputs.
Keywords :
autoregressive moving average processes; identification; least squares approximations; ARMA systems; auto-regressive moving average systems; blind multi-channel identification; least-squares approach; modified Yule-Walker equations; Autocorrelation; Cardiovascular system; Equations; Finite impulse response filter; Laboratories; Mechanical engineering; Parameter estimation; Sampling methods; Sensor systems; System identification;
Conference_Titel :
American Control Conference, 2002. Proceedings of the 2002
Print_ISBN :
0-7803-7298-0
DOI :
10.1109/ACC.2002.1023934
