论文信息 - Impulse response recovery of linear systems through weighted cumulant slices

Impulse response recovery of linear systems through weighted cumulant slices

Identifiability of the so-called /spl omega/-slice algorithm is proven for ARMA linear systems. Although proofs were developed in the past for the simpler cases of MA and AR models, they were not extendible to general exponential linear systems. The results presented in this paper demonstrate a unique feature of the /spl omega/-slice method, which is unbiasedness and consistency when order is overdetermined, regardless of the IIR or FIR nature of the underlying system, and numerical robustness.

José A. R. Fonollosa | Josep Vidal | J. Vidal

[1] Jerry M. Mendel,et al. Identification of nonminimum phase systems using higher order statistics , 1989, IEEE Trans. Acoust. Speech Signal Process..

[2] G.B. Giannakis,et al. Cumulant-based order determination of non-Gaussian ARMA models , 1990, IEEE Trans. Acoust. Speech Signal Process..

[3] Jerry M. Mendel,et al. ARMA parameter estimation using only output cumulants , 1990, IEEE Trans. Acoust. Speech Signal Process..

[4] F. Gantmacher,et al. Applications of the theory of matrices , 1960 .

[5] José A. R. Fonollosa,et al. System identification using a linear combination of cumulant slices , 1993, IEEE Trans. Signal Process..

[6] G. Giannakis. On the identifiability of non-Gaussian ARMA models using cumulants , 1990 .

[7] José A. R. Fonollosa,et al. Causal AR modeling using a linear combination of cumulant slices , 1994, Signal Process..

[8] Jerry M. Mendel,et al. Tutorial on higher-order statistics (spectra) in signal processing and system theory: theoretical results and some applications , 1991, Proc. IEEE.