Identification of linear systems with noisy input using input-output cumulants

Autor:	Y. Inouye, Yasuyuki Suga
Rok vydání:	1994
Předmět:	Input/output Estimation theory Noise (signal processing) Linear system System identification Estimator Computer Science Applications symbols.namesake Control and Systems Engineering Control theory Gaussian noise symbols Cumulant Algorithm Mathematics
Zdroj:	International Journal of Control. 59:1231-1253
ISSN:	1366-5820 0020-7179
DOI:	10.1080/00207179408923129
Popis:	An identification method is presented for estimating the parameters of a discrete-time linear dynamic system excited by non-gaussian input signals using the fourth-order cumulants of the input and output signals, both of which are contaminated by additive gaussian noise. Two types of estimators of the fourth-order cumulants of the input and output signals are proposed for this method. The first is conventional. The second, which is new allows us only to have a recursive algorithm for computing the parameter estimators. The parameter estimators obtained by this algorithm are shown to be strongly consistent under certain weak conditions. Simulation examples are included to demonstrate the effectiveness of the proposed method.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::ab87e8694702c390728ad8b258f8cbcb https://doi.org/10.1080/00207179408923129 Zobrazit plný text záznamu