An approach for identification of non-Gaussian linear system with time-varying parameters

A new approach for identification of non-Gaussian linear system with time-varying parameters is addressed in this paper. The proposed method is based on the application of higher-order spectra (HOS) and wavelet analysis. In order to solve the problem and identify the characteristics of the time-varying linear system, a time-varying parametric model is proposed as non-Gaussian AR model. The model parameters that characterize the time-varying system are functions of time and can be represented by a family of wavelet basis functions, of which the corresponding basis coefficients are invariant. This method can well track the changes of the model parameters, and the results show its effectiveness of the proposed approach.