Title :
An application of the third- and fourth-order cumulants to FIR system identification
Author :
Na, Yoon Jeong ; Yun, Jin Seon ; Kim, Sun Yong ; Song, Iickho
Author_Institution :
Dept. of Electr. Eng., Korea Adv. Inst. of Sci. & Technol., Seoul, South Korea
Abstract :
We present an algorithm for identification of moving average systems using the third- and fourth-order cumulants of noisy observations. The system is driven by an independent and identically distributed non-Gaussian signal which has an asymmetric probability density function, and the Gaussian measurement noise may be either white or colored. The proposed algorithm is more useful than other linear methods when the characteristic of noise is not known or when the signal-to-noise ratio is low
Keywords :
Gaussian noise; higher order statistics; moving average processes; parameter estimation; probability; signal processing; transient response; white noise; FIR system identification; Gaussian measurement noise; IID non-Gaussian signal; algorithm; asymmetric probability density function; colored noise; fourth-order cumulants; linear methods; moving average systems; noisy observations; parameter estimation; signal-to-noise ratio; third-order cumulants; white noise; Colored noise; Density functional theory; Equations; Finite impulse response filter; Gaussian noise; Noise measurement; Signal to noise ratio; Sun; System identification; Transforms;
Conference_Titel :
Military Communications Conference, 1994. MILCOM '94. Conference Record, 1994 IEEE
Conference_Location :
Fort Monmouth, NJ
Print_ISBN :
0-7803-1828-5
DOI :
10.1109/MILCOM.1994.473898
