Parametric identification of systems using a frequency slice of the bispectrum

Author

Luo, L. ; Chaparro, L.F.

Author_Institution

Dept. of Electr. Eng., Pittsburgh Univ., PA, USA

fYear

1991

fDate

14-17 Apr 1991

Firstpage

3481

Abstract

A parametric approach, based on sums of cumulants, is proposed for the identification of linear shift-invariant systems. The identification of the autoregressive parameters of the system is related to the rational approximation of a frequency slice of the output bispectrum. For a causal or a noncausal system it is shown that it is sufficient to solve Hankel-type matrix equations. The procedure can be efficiently implemented by means of recursive Pade approximants or modified least-squares rational approximations algorithms. The moving-average parameters of the system are calculated by solving some nonlinear equations. Examples illustrating the procedure and its advantages are given

Keywords

identification; least squares approximations; matrix algebra; spectral analysis; Hankel-type matrix equations; autoregressive parameters; bispectrum; causal system; frequency slice; identification; linear shift-invariant systems; modified least-squares rational approximations algorithms; moving-average parameters; noncausal system; nonlinear equations; parametric approach; recursive Pade approximants; Approximation algorithms; Frequency; Gaussian noise; Higher order statistics; Linear systems; Nonlinear equations; Poles and zeros; Random sequences; System identification; Transfer functions;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1991. ICASSP-91., 1991 International Conference on

Conference_Location

Toronto, Ont.

ISSN

1520-6149

Print_ISBN

0-7803-0003-3

Type

conf

DOI

10.1109/ICASSP.1991.150204

Filename

150204