Title :
Overdetermined recursive instrumental variable algorithm for FIR system identification with noisy data based on polyspectra
Author :
Wu Jian-hua ; Liu Ze-Min
Author_Institution :
Beijing Univ. of Posts & Telecommun., China
Abstract :
We address the problem of identifying the impulse response of a finite-dimensional system, when output observations are provided. The relation between the bispectrum and tricepstrum of the system output is set up and over-determined recursive instrumental variable algorithm for FIR system identification is proposed.<>
Keywords :
digital filters; filtering and prediction theory; identification; spectral analysis; transient response; FIR system identification; bispectrum; finite-dimensional system; impulse response; noisy data; output observations; overdetermined recursive instrumental variable algorithm; polyspectra; system outpu; tricepstrum; Autocorrelation; Digital communication; Finite impulse response filter; Geophysical signal processing; Instruments; Noise reduction; Parameter estimation; Signal processing algorithms; Statistics; System identification;
Conference_Titel :
TENCON '93. Proceedings. Computer, Communication, Control and Power Engineering.1993 IEEE Region 10 Conference on
Conference_Location :
Beijing, China
Print_ISBN :
0-7803-1233-3
DOI :
10.1109/TENCON.1993.328055
