Title :
A simple closed form solution for FIR system identification using higher order statistics
Author :
Wu Jian-hua ; Liu Ze-Min
Author_Institution :
Beijing Univ. of Posts & Telecommun., China
Abstract :
Addresses the problem of estimating the parameters of a moving average model from the cumulant statistics of the noise observations of the system output. The authors set up the relation between the bispectrum and tricepstrum. Using this equation, a simple closed form solution for FIR system identification can be obtained. The approach permits that the measurement noise sequence is colored Gaussian.<>
Keywords :
identification; parameter estimation; random noise; spectral analysis; statistics; stochastic processes; FIR system identification; bispectrum; colored Gaussian noise; cumulant statistics; higher order statistics; measurement noise sequence; moving average model; noise observations; simple closed form solution; system output; tricepstrum; Additive noise; Autocorrelation; Closed-form solution; Equations; Finite impulse response filter; Gaussian noise; Higher order statistics; Phase noise; Signal processing; System identification;
Conference_Titel :
TENCON '93. Proceedings. Computer, Communication, Control and Power Engineering.1993 IEEE Region 10 Conference on
Conference_Location :
Beijing, China
Print_ISBN :
0-7803-1233-3
DOI :
10.1109/TENCON.1993.328056
