Title :
Blind Volterra modelling using constrained optimisation
Author_Institution :
Signal Process. & Digital Syst. Sect., Imperial Coll. of Sci., Technol. & Med., London, UK
Abstract :
In this paper a new approach is taken for the estimation of the parameters of a Volterra model, which is based on constrained optimisation. The equations required for the determination of the Volterra kernels are formed entirely from the second and higher order statistical properties of the "output" signal to be modelled and can therefore be classed as blind in nature. These equations are highly nonlinear and their solution is achieved through a judicious use of reliably measured statistical features of the signal to be modelled, in conjunction with appropriate constraints. Examples are given to illustrate the method and it is evident from those that this novel approach is producing useful results in contexts that have been hitherto unattainable.
Keywords :
Volterra equations; higher order statistics; nonlinear equations; optimisation; parameter estimation; signal processing; Volterra kernels; blind Volterra modelling; constrained optimisation; higher order statistical properties; nonlinear equations; output signal; second order statistical properties; Constraint optimization; Digital signal processing; Digital systems; Educational institutions; Kernel; Nonlinear equations; Nonlinear filters; Parameter estimation; Random processes; Statistical analysis;
Conference_Titel :
Signals, Systems and Computers, 1996. Conference Record of the Thirtieth Asilomar Conference on
Conference_Location :
Pacific Grove, CA, USA
Print_ISBN :
0-8186-7646-9
DOI :
10.1109/ACSSC.1996.599119