A new identification approach for FIR models

The identification of stochastic discrete systems disturbed with noise is discussed in this brief. The concept of general prediction error (GPE) criterion is introduced for the time-domain estimate with optimal frequency estimation (OFE) introduced for the frequency-domain estimate. The two estimation methods are combined to form a new identification algorithm, which is called the empirical frequency-domain optimal parameter (EFOP) estimate, for the finite impulse response (FIR) model interfered by noise. The algorithm theoretically provides the global optimum of the model frequency-domain estimate. Some simulation examples are given to illustrate the new identification method.