Impulse response recovery of linear systems through weighted cumulant slices

Author

Vidal, Josep ; Fonollosa, José A Rodríguez

Author_Institution

Dept. of Signal Theory & Commun., Univ. Politecnica de Catalunya, Barcelona, Spain

Volume

44

Issue

10

fYear

1996

fDate

10/1/1996 12:00:00 AM

Firstpage

2626

Lastpage

2631

Abstract

Identifiability of the so-called ω-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 ω-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

Keywords

autoregressive moving average processes; estimation theory; higher order statistics; identification; linear systems; signal reconstruction; transient response; ω-slice algorithm; ARMA; blind estimation; consistency; general exponential linear system; identifiability; impulse response recovery; linear systems; numerical robustness; overdetermined order; unbiasedness; weighted cumulant slices; Finite impulse response filter; Gaussian distribution; Gaussian noise; Linear systems; Noise cancellation; Quantization; Robustness; Spine; Statistics;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.539048

Filename

539048