IDENTIFICATION OF LINEAR-SYSTEMS USING INPUT OUTPUT CUMULANTS

被引：11

作者：

INOUYE, Y

TSUCHIYA, H

机构：

[1] Department of Control Engineering, Faculty of Engineering Science, Osaka University, Osaka

来源：

INTERNATIONAL JOURNAL OF CONTROL | 1991年 / 53卷 / 06期

关键词：

D O I：

10.1080/00207179108953684

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A new identification method is proposed for estimating the parameters of a discrete-time linear dynamic system excited by non-gaussian inputs using kth order (k > 2) cumulants of input and output signals contaminated by additive (possibly coloured) gaussian noise. The parameter estimates obtained by this method are proved to be consistent under weak conditions. This method has an on-line algorithm for computing the parameter estimates, just like the least-squares method. A simulation example is included to demonstrate the effectiveness of this method.

引用

页码：1431 / 1448

页数：18

共 17 条

[1]

Brillinger D., 1975, TIME SERIES DATA ANA

[2]

BRILLINGER DR, 1967, SPECTRAL ANAL TIME S

[3] IDENTIFICATION OF NONMINIMUM PHASE SYSTEMS USING HIGHER-ORDER STATISTICS [J].

GIANNAKIS, GB ;

MENDEL, JM .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1989, 37 (03) :360-377

[4] CUMULANT BASED IDENTIFICATION OF MULTICHANNEL MOVING-AVERAGE MODELS [J].

GIANNAKIS, GB ;

INOUYE, Y ;

MENDEL, JM .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1989, 34 (07) :783-787

[5]

Ho B.L., 1965, 3RD P ANN ALL C CIRC, P449

[6]

INOUYE Y, 1989, P WORKSHOP HIGHER OR, P180

[7]

KATAYAMA T, 1990, 1989 P INT S MATH TH, V3, P215

[8] CONSISTENCY OF LEAST-SQUARES IDENTIFICATION METHOD [J].

LJUNG, L .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1976, 21 (05) :779-781

[9]

Ljung L, 1983, THEORY PRACTICE RECU

[10]

Mendel J. M., 1988, Linear Circuits, Systems and Signal Processing: Theory and Application, P217

← 1 2 →