Title :
New results in system identification of FIR systems
Author :
Stogioglou, A.G. ; McLaughlin, S.
Author_Institution :
Dept. of Electr. Eng., Edinburgh Univ., UK
fDate :
31 Oct-2 Nov 1994
Abstract :
This paper deals with the problem of estimating the parameters of a MA model from the third order cumulant statistics of the noisy observations of the system output. The system is driven by an independent and identically distributed skewed sequence that is not observed. The proposed method does not rely on second order statistics and so it is not affected by symmetrically distributed additive coloured noise. Both batch least squares and recursive methods are developed which utilise all the available third order statistics
Keywords :
FIR filters; Gaussian noise; higher order statistics; interference (signal); least squares approximations; moving average processes; parameter estimation; recursive estimation; FIR systems; MA model; batch least squares; noisy observations; nonminimum phase linear time-invariant systems; parameter estimation; recursive methods; skewed sequence; system identification; system output; third order cumulant statistics; Additive noise; Colored noise; Equations; Finite impulse response filter; Least squares methods; Noise measurement; Parameter estimation; Parametric statistics; Statistical distributions; System identification;
Conference_Titel :
Signals, Systems and Computers, 1994. 1994 Conference Record of the Twenty-Eighth Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
0-8186-6405-3
DOI :
10.1109/ACSSC.1994.471490
