Title :
Linear algebraic approaches for (almost) periodic moving average system identification
Author :
Liang, Ying-Chang ; Leyman, A. Rahim ; Zhang, Xian-Da
Author_Institution :
Sch. of Electr. & Electron. Eng., Nanyang Technol. Univ., Singapore
Abstract :
This paper addresses the problem of (almost) periodic moving average (APMA) system identification. Two normal equations are established by using time varying higher order cumulants of the measurements, from which two new linear algebraic algorithms are presented for parameter estimation. Simulation examples are given to demonstrate the performance of these new approaches
Keywords :
algebra; higher order statistics; moving average processes; parameter estimation; signal processing; almost periodic moving average system identification; linear algebraic algorithms; linear algebraic approaches; parameter estimation; performance; simulation; time varying higher order cumulants; Automation; Equations; Higher order statistics; Hydrology; Linear programming; Meteorology; Noise measurement; Parameter estimation; System identification; Time varying systems;
Conference_Titel :
Higher-Order Statistics, 1997., Proceedings of the IEEE Signal Processing Workshop on
Conference_Location :
Banff, Alta.
Print_ISBN :
0-8186-8005-9
DOI :
10.1109/HOST.1997.613498
