Title :
Identification of fifth-order Volterra systems using i.i.d. inputs
Author :
Kibangou, Alain Y. ; Favier, Gerard
Author_Institution :
LAAS, Univ. de Toulouse, Toulouse, France
fDate :
2/1/2010 12:00:00 AM
Abstract :
In this study, we show that the minimum mean square estimate (MMSE) of the parameters of a fifth-order Volterra model can be obtained in closed-form when the input is independent and identically distributed (i.i.d). The derived closed-form expressions of the kernel coefficients can be used for identifying Volterra systems with arbitrary memory. Some simulation results are presented to illustrate the proposed identification method.
Keywords :
Volterra equations; estimation theory; least mean squares methods; arbitrary memory; closed-form expressions; fifth-order Volterra system identification; kernel coefficients; minimum mean square estimate; parameter estimation;
Journal_Title :
Signal Processing, IET
DOI :
10.1049/iet-spr.2008.0138