NEW RESULTS ON FIR SYSTEM-IDENTIFICATION USING HIGHER-ORDER STATISTICS

被引：29
|
作者：
TUGNAIT, JK [1 ]
机构：
[1] EXXON PROD RES CO,DIV LONG RANGE RES,HOUSTON,TX 77001
来源：
IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1991年 / 39卷 / 10期
关键词：
D O I：
10.1109/78.91178
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
The problem of estimating the parameters of a moving average model from the cumulant statistics of the noisy observations of the system output is considered. The system is driven by an independent and identically distributed (i.i.d.) non-Gaussian sequence that is not observed. The noise is additive and may be colored and non-Gaussian. Reparametrization of an existing linear method, and a modification to it, are discussed. Simulation results show a distinct improvement in the numerical conditioning of both, the reparametrized algorithm and its modification, for the noise-free case. For the case of i.i.d. noise, the reparametrized algorithm shows a marked degradation in performance whereas its modification degrades far more gracefully.
引用
收藏
页码：2216 / 2221
页数：6
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