Title :
/spl alpha/-weighted cumulant projections: a novel tool for system identification
Author :
Abeyratne, U.R. ; Petropulu, A.P.
Author_Institution :
Biomed. Eng. & Sci. Inst., Drexel Univ., Philadelphia, PA, USA
fDate :
Oct. 30 1995-Nov. 1 1995
Abstract :
We propose a new tool, the /spl alpha/-weighted cumulant projection (/spl alpha/-WCP), which is an one-dimensional projection of the exponentially weighted n/sup th/ order cumulants of a process. We show that a real, stable and generally nonminimum phase LTI system can be identified from a single projection, whereas a complex system requires two projections corresponding to two different values of the weight /spl alpha/. We develop two methods for system identification, one based on the complex cepstrum of /spl alpha/-WCP and the other based on the Fourier-phase of /spl alpha/-WCP. The proposed methods exhibit comparable statistical performance and substantially lower computational complexity compared to existing higher-order spectra based techniques.
Keywords :
higher order statistics; /spl alpha/-WCP; /spl alpha/-weighted cumulant projections; Fourier-phase; complex cepstrum; complex system; computational complexity; exponentially weighted n/sup th/ order cumulants; one-dimensional projection; real stable generally nonminimum phase LTI system; system identification; Additive noise; Aging; Autocorrelation; Cepstrum; Colored noise; Computational complexity; Delay; Finite impulse response filter; Gaussian noise; System identification;
Conference_Titel :
Signals, Systems and Computers, 1995. 1995 Conference Record of the Twenty-Ninth Asilomar Conference on
Conference_Location :
Pacific Grove, CA, USA
Print_ISBN :
0-8186-7370-2
DOI :
10.1109/ACSSC.1995.540944